Hmm could you try a nightly build?
That will not make anything better. If you don't link properly, then it will not work either way.
1. Make sure that you actually
have the zlib library. "Have" means above all that it has to be in a place where the linker will find it.
2. One way to assure that this is the case is to put it into your
lib folder (that one is usually in the linker's search path, if not, add it).
3. Add
zlib to "Link libraries", the IDE will automatically replace that with the correct file name (
libzlib.a in this case).
EDIT:As a general sidenote, you should set your compiler options to "full command line" when encountering a problem.
The string "Linking console executable" does not tell anything useful. However, the full commandline usually shows the source of the problem right away.