What I did was create a seperate sdl directory off of the mingw and I had to put the include files in the sdl directory and in a include directory off of the sdl directory.
void *__gxx_personality_v0;
Then I had to add this line to the example because I was getting a strange error. Other than that it is working great and I am now using the newest version of codeblocks. I did have an issue where I have more than one version of gcc that it had detected so I had it trying to use more than one compiler.... The help thing is working great, I haven't tried adding a relitive path though to see if I can have codeblocks as being portable... Being able to have more helpfiles is fantastic and hopefully more are added to the distro.