Done. I clicked on some point near to the bottom since the window overflowed the screen. Since page was not turned I thought the setting menu was not showed. I had to change my screen resolution. Thank you!
PS: some other little remarks: package is not libsdl-dev1.2, is libsdl1.2-dev. Furthermore you must also have cmake installed. IMHO instructions are a bit confusing, I simply done:
and this is in common with other building options. For emulating I've also done:
Anyway a very good job, congrats