And what should I do in this case? I tried auto-detecting the compiler from Settings -> Compiler -> Toolchain executables and it seemed to find the correct compiler (the mingw32 compiler, although I don't recall now if it found the gcc or g++ one).
Anything else I should / could do?
It might help to say that when I was installing Code::Blocks I had to run the setup file as administrator, so maybe I have to run the executable as administrator as well? (I just thought of that...)