[Dev-C++] How do you compile a single file at a time?

[Paul P. <pa...@cc...>]

I have a project with about 50 files in it and I 
need to be able to compile just a single file at 
a time, but Bloodshed C++ doesn't seem to let me 
do this. There is only the 'compile' menu item and 
it compiles all files every time. This is very slow.

So how do you compile a single file at a time???