If you are using the main C++ distribution of wxWidgets, Feel free to ask any question related to wxWidgets development here. This means questions regarding to C++ and wxWidgets, not compile problems.
Yeah, i forgot about the transparency when i wrote that. But i still can't offer a solution or even an explanation. As long as there are no redraw errors, you might have to live with the "drag" effect. Or if you could provide a complete, compilable sample that shows the problem, i could try and have a look at it.
Use the source, Luke!