Did you self build Code::Blocks, already?
Edit: What build command did you use to build wxWidgets?
Edit2: You need to either self-build wxWidgets and Code::Blocks or
You need to use the same compiler as used by the CB Team to build C::B and wxWidgets;
with the source download of wxMSW-2.8.12.7z from the C::B sourceforge website.
Tim S.