Hi Ricky!
I suggest using the makefile generated from ./configure as a 'custom makefile' within codeblocks.
make sure to add in all the required files to the project via 'add files recursively', this is easy enough as CB excludes non-standard source code file extensions from being imported. (.cpp would be included while .cuu would be excluded)
if you're using mingw+msys, then you may need to use the -C option to fix problems with sh.exe not finding sed, or similar problems. It's not preferable to add msys/bin to your path.
eg: $make -C j:\src\hwsdl -f $makefile
if you have problems debugging using GDB (if you use it) ask us here about it, as you may need to use absolute paths in your project file, instead of relative paths.
nova