how about doing the simple thing :
add include of <wx/dir.h> in configmanager.cpp (like always).
Basic rule : include what you need, don't depend on others (other header files) including it for you, in that way it is more obvious and visible to the programmer also. It seems it is also included ifndef CB_PRECOMP.
I am not so up to data on precompiled headers (and because of that, not so fond of them), I know some things about it, have read stuff about it, but on for example mfc projects on windows I have experienced several problems with them. I don't like them, but as said maybe I should study them a bit more.
Back to the problem : my compile on linux also fails with the above mentioned problem. I have GCC 4.0.2.
So that would mean that CB_PRECOMP is probably defined, did not test or look for it yet. So forgive my possible ignorance.