Morten, unfortunately I'm having the same problem while building CodeBlocks SVN 5399, using the 32 bit version of Fedora 10.
I don't know if there is a wxPropertyGrid already installed on the system, but I believe not, because I can't find any reference about it...no includes, no libs, no RPMs, etc.
Can you (or someone else) give me a clue how to fix this ?
Thanks !