You must download an IDE that uses Mingw port of GCC (GNU Compiler Collection) as it's compiler. If you are using Windows we recommend Dev C++ 5 or newer, you can find it at http://www.bloodshed.net/devcpp.html.
This is necessesary because the inference algorithm used by PPL (section 7.1) is written in C and should be recompiled in order to adapt it to your computer.