Ok... Well I still have problems getting it to work
I installed Mingw 4.1.0. Downloaded latest nightly, extracted it and added "wxmsw26u_gcc_cb.dll" to the same directory. Now when I try and start codeblocks.exe I get this error:
"This application has failed to start because mingwm10.dll has not been found...."
I did a search and file is in C:\MinGW\bin
what did I miss this time ?