OK this is making sense, I did not realise that this build step was necessary until searching for instructions on howto.
Question: can you point me to some instructions for compiling wxWidgets using minGW that work. I have found a couple but these refer to v2.6.4 and fail anyway.
Remove reference to MSYS (C:\msys\1.0\bin) from PATH. Now open a command prompt and change the current directory to <wx-dir>\build\msw. Now issue the following command (an example).
mingw32-make -f makefile.gcc BUILD=release SHARED=1 UNICODE=1 MONOLITHIC=1
If everything is ok, it will take about 15-20 mins (approx).