I installed CodeBlocks 8.02 some days ago, and this behaviour comes and goes without me changing anything. The messages seem to be parsed OK, since the "Build messages" window has the correct information (including line number). However, clicking on a message does not, in most cases, take me to the corresponding line. I just downloaded the latest nightly (svn: 5182) and still the same...
The thing is, yesterday CodeBlocks worked OK.
Strange...