[SDL] SDL_GL_SetAttribute problem.

[Lazy Foo']

According to the Doc Wiki, SDL_GL_SetAttribute() should be called before
SDL_SetVideoMode().

The attributes I'm trying to set is the color size:
//Set Colors

SDL_GL_SetAttribute( SDL_GL_RED_SIZE, 8 );

SDL_GL_SetAttribute( SDL_GL_GREEN_SIZE, 8 );

SDL_GL_SetAttribute( SDL_GL_BLUE_SIZE, 8 );

SDL_GL_SetAttribute( SDL_GL_ALPHA_SIZE, 8 );

In windows, it doesn't seem to care if I set the colors before or after. On
Linux the program will crash if I don't set the colors -after- calling
SDL_SetVideoMode().

So what's going on here?