@john891: try what I said, its simpler and it only downloads g++ (the c++ compiler). that screenshot is of the whole compiler collection, i'm assuming you only want the c++ compiler?
Damn, when I try to link my wxWidgets project in wxDev-C++, I get a lot of the same errors (about 600):
[Warning] auto-importing has been activated without --enable-auto-import specified on the command line.
[Linker Error] undefined reference to `__dyn_tls_init_callback'
[Linker Error] undefined reference to `__gxx_personality_sj0'
[Linker Error] undefined reference to `_Unwind_SjLj_Register'
[Linker Error] undefined reference to `_Unwind_SjLj_Unregister'
[Linker Error] undefined reference to `_Unwind_SjLj_Resume'
You're probably either not linking libstdc++ (which normally happens automatically if you invoke g++) or you're trying to reuse object files that were compiled with a different version of MinGW.
No, you can just install the new MinGW version and instruct Code::Blocks to use that one instead of the bundled one.
You can also use both by creating a new compiler preset.