Ok, well it seems i finally managed to compile it !
You see, the problem was, that boost build gave wrong names to some of the library files it built.
Most of the built library files look like this:
boost_*-mgw34-mt
However, for some odd reason, the regex library file (and only that) looked like this:
libboost_regex-mgw34-mt
Once i renamed it, so there is no "lib" prefix, Codeblocks was able to compile it.