Thanks, I'm slowly getting there... However, I'm still getting some errors.
These are my current settings:
Settings->Compiler...->Search Directories->Compiler
C:\Program Files\Microsoft SDKs\Windows\v7.1\Include
C:\Program Files\Microsoft Visual Studio 10.0\VC\include
Settings->Compiler...->Search Directories->Linker
C:\Program Files\Microsoft SDKs\Windows\v7.1\Lib
C:\Program Files\Microsoft Visual Studio 10.0\VC\lib
Settings->Compiler...->Search Directories->Resource Compiler
C:\Program Files\Microsoft SDKs\Windows\v7.1\Include
C:\Program Files\Microsoft Visual Studio 10.0\VC\include
Settings->Compiler...->Linker settings->Other linker options:
/NODEFAULTLIB:libcpmtd.lib
/NODEFAULTLIB:LIBCMTD.lib
These are my steps to produce the errors
1. Start codeblocks 12.11.
2. Click "Create a new project".
3. Double click "wxWidgets Project".
4. Select wxWidgets 2.9.x (SVN Version).
5. Click "Next".
6. Enter Project title: "Test2".
7. Click "Next".
8. Click "Next*.
9. Select "wxSmith" and "Dialog Based".
10. Click "Next".
11. Accept wxWidgets' location: as "$(#wx)".
12. Click "Next".
13. Compiler is "Microsoft Visual C++ 2010 and both "Release" and "Debug" boxes are checked.
14. Click "Next".
15. Only "Enable Unicode" is checked.
16. Click "Next".
17. On the messagebox, click "No" to continue with Multi-threaded Static CRT mode.
18. Select wxHTML, wxJpeg and wxTiff.
19. Click "Finish".
20. Build the application.
These are the errors I get

msvcprtd.lib(MSVCP100D.dll)||error LNK2005: "public: __thiscall std::_Container_base12::~_Container_base12(void)" (??1_Container_base12@std@@QAE@XZ) already defined in Test2App.obj|
msvcprtd.lib(MSVCP100D.dll)||error LNK2005: "public: __thiscall std::_Container_base12::_Container_base12(void)" (??0_Container_base12@std@@QAE@XZ) already defined in Test2Main.obj|
msvcprtd.lib(MSVCP100D.dll)||error LNK2005: "public: void __thiscall std::_Container_base12::_Orphan_all(void)" (?_Orphan_all@_Container_base12@std@@QAEXXZ) already defined in Test2App.obj|
bin\Debug\Test2.exe||fatal error LNK1169: one or more multiply defined symbols found|