Do you have boost? Not all MingW distros have integrated boost.
If you have boost, locate random.h and use the path in Search directories -> Compiler (leave the custom variable step for a second stage). As Obfuscated said, you should remove the last "boost" from the path and use #incude "boost/random.h".
The name of the include file is random.h, not Random.h; in Windows this is not an issue, but if you want code portability you should use the correct name from start.