very strange ... a question , do you have wxmsw26_gcc_cb.dll ?
One of the possibility may due to non-default wxwidgets installation path.
Try to add an OS environment variable in your windows (My computer right click> properties > Advanced > Environment variable , it may a bit different win2k & winxp )
set WX_DIR as c:\wxwidgets
Recompile wxwidgets (do a make clean before recompile)