Sune: I didn't say not to report it, but be aware that they're going to break a *lot*, especially on non-Windows. Those are corner cases of the build system, nature of the beast.
Moving on: Curt, what kind of floppy images does the Atari ST want? I downloaded a demo from Pouet (Virtual Escape by Equinox) in .msa format (which seems fairly standard) and it says failed load: Invalid image.
Try the images with the .ST extension. For Windows/DOS some tools like the MSA Converter exist. For the Mac you can try Dust