Do you actually have wxWidgets on your computer (i.e. either compiled your own, or from a DevPak)?
From "wxmsw26_gcc_cb.dll", I gather that you used the import library which comes with the SDK (if the template did that, then this may indeed be a bug, unless you have a flawed path setup). This lib links against the custom dll that Code::Blocks uses. This is good for plugin development, but not for "normal" programs.