The problem is that ren and copy are part of the cmd shell, not actual programs. Try:
cmd /c ren "Debug\bin\my_proj.dll.a" "my_proj.lib"
and
cmd /c copy "F:\gnu-win32\My_Proj\Debug\bin\my_proj.dll.a" "F:\gnu-win32\My_Proj\Debug\bin\my_proj.lib"
If it does not work, try removing all the quotes.
Edit: Code::Blocks also contains macros for some commands (http://www.codeblocks.org/docs/main_codeblocks_en3.html#x3-960003.2.7) (enabling them to be cross-platform):
$(CMD_CP) "F:\gnu-win32\My_Proj\Debug\bin\my_proj.dll.a" "F:\gnu-win32\My_Proj\Debug\bin\my_proj.lib"