Ok folks....I solved it. It isn't that great of a solution, but I learned a ton along the way. I never had to mess with this stuff using MS Studio programs. Anyhow, for future posterity:
I had the October DirectX SDK, and used the sample browser to install SimpleSample example into my Projects directory.
I then imported the Visual Studio 2003 solution into Codeblocks using Project -> Import -> Visual Studo Solution. I then imported the 2003.sln
This brought in all of the necessary files from the simplesample project.
Now...for the setup of Codeblocks in order to make it work:
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Settings -> Compiler
           Microsoft Visual C++ Toolkit 2003 was selected as the default compiler.
           Under Directories Tab -> Compiler Tab
                                C:\Program Files\Microsoft Platform SDK\include
                                C:\Program Files\Microsoft Platform SDK\crt
                                C:\Program Files\Microsoft DirectX 9.0 SDK (October 2005)\Include
                          -> Linker tab
                                C:\Program Files\Microsoft DirectX 9.0 SDK (October 2005)\Lib\x86
                                C:\Program Files\Microsoft Platform SDK\lib
                                C:\Program Files\Microsoft Visual C++ Toolkit 2003\lib
                          -> Resource Compiler tab
                                C:\Program Files\Microsoft Platform SDK\include
               Programs Tab -> Addtional Paths Tab
                                C:\Program Files\Microsoft Platform SDK\bin
                                C:\Program Files\Microsoft Platform SDK\include
Close the Settings Dialogs down. Now, right click on the Project, and go to Build Options:
You should see 3 Items under the project name:
    Debug
    Release
    Profile
Right click on each of these, and make sure you add these items (in addition to what already should be there) on the Linker Tab:
   user32.lib
   shell32.lib
   gdi32.lib
   advapi32.lib
(The rest of them should look something like this:Â dxerr9, dxguid, d3dx9 (d3dx9d for debug), d3d9, winmm, and comctl32).
Those libs are found in the Platform SDK lib directory.
Make sure that under the Directories Tab -> Compiler Tab You see Common (This reflects the common directory that is copied when you installed the project).
For your own projects, you should be able to get to the linker errors (not that you would want them) such as described as above:
IE: error LNK2019: unresolved external symbol __imp__SystemParametersInfoW@16 referenced in function "long __cdecl DXUTInit(bool,bool,bool,bool)" (?DXUTInit@@YAJ_N000@Z)
Go to
http://msdn.microsoft.com/library/ and search for SystemParametersInfoW.
This will tell you which libraries you have to add to your Build Options.
Thanks for the tip, Vampyre.
The only thing that I might note is that I had, at that point, added those to my build options, but I added them using the Absolute paths to them rather than just typing in the name of the lib that I needed. I don't know if that made a difference. I went ahead and rebuilt the project using the import project function, whereas the first time I built the project using the Win32 App dialog from Codeblocks.
I hope this helps everyone, and was glad to be of service. I hope it is thorough enough, and if I come across anything else, I will add it.
PS: As noted by the directories above, the only downloads needed for this project was:
Codeblocks RC2
Microsoft Visual C++ Toolkit 2003
Microsoft Platform SDK
Microsoft DirectX 9.0 SDK (October 2005).
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