Your version of MinGW is a bit too old to compile with the libraries in the wiki download...(yeah, you need a fairly recent version of MinGW; sorry about that)
Either you should:
-- Update to MinGW GCC 4.6.2 (the newest version (4.7.0 (4.7.1?)) probably won't work, since it's not compatible with previous versions, which means that although it'll probably compile, it might crash when you try to run it)
OR
-- Compile the regex, bzip2, and FFTW libraries (seems like those are the libraries giving you errors) from source and replace the corresponding libraries in the wiki download with the ones you compiled.

If you need any help doing either of these, just ask and I can give you more detailed instructions.

You're using the MinGW that comes packaged with Code::Blocks, right?

I could tell you how I usually install/update my MinGW installation, but I don't really feel like typing out a bunch of instructions that could possibly get somewhat confusing, so I'm just going to cross my fingers and hope that something here works for you:
http://tdm-gcc.tdragon.net/download

Go into the folder where Code::Blocks is installed and delete everything inside the "MinGW" folder (but don't actually delete the folder itself). Then install that inside the now-empty MinGW folder.

And hopefully that should work.

Does the MinGW that comes with Codeblocks work by default?