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Yiannis, did you moved the *.a files to $(WX_DIR)/lib/gcc_dll$(WX_CFG)/msw? because by default they are in $(WX_DIR)/lib/gcc_dll$(WX_CFG)..When linking the sdk the linker says it can't find -lwxmsw26_stc and the only dir in the linker directories is: $(WX_DIR)/lib/gcc_dll$(WX_CFG)/msw(hope you understand )
That wasn't possible, when you set a var empty, it is gone...