The bump.png was needed by another shader. So as long as you don't compile in debug modus it dosn't matter.
BTW:
Here is a final Version with VBO,MD2 and GLSL Support.
http://klepto2.kl.funpic.de/DL/Minib3dShaderFinal.rar
and a small test application with a Parallax Bump Shader.
http://klepto2.kl.funpic.de/DL/parallaxshader2.rar
If there is no shader support it should fallback to normal Texture mode.
Small Screenshot:

Left is with Shader,Right without.
BTW:
Here is a final Version with VBO,MD2 and GLSL Support.
http://klepto2.kl.funpic.de/DL/Minib3dShaderFinal.rar
and a small test application with a Parallax Bump Shader.
http://klepto2.kl.funpic.de/DL/parallaxshader2.rar
If there is no shader support it should fallback to normal Texture mode.
Small Screenshot:

Left is with Shader,Right without.