Hi squizzz, I've got platform sdk already and I'm actually using Ogre and I did use their Wiki to configure code::blocks.
mandrav, the path you've told me to follow doesn't exist. The closest thing I've got is "settings->configure plugins->compiler" VC Toolkit is selected but under the programs tab there is no "Auto detect". The build I'm using is from January 4th 2005. I'm thinking this probably isn't the most recent build? I'll try uninstalling and seeing if I can find a newer version.