Hmm, with a bit more patience I'm sure we can get it working.
Since I'm not sure exactly which step you're stuck on, let me explain how to set up wxWidgets from the beginning. It may be easier to start over fresh, or alteast it may help you see which step you missed. I've tested these steps with version 2.5.3 and prior. I haven't upgraded yet, because there's still too many bugs being sorted out in the library that directly affect my apps (I'm just lucky).
Step 1: Install wxWidgets using the wxMSW installer
After you download the wxWidgets zip file, install the project to "C:\wxWidgets-2.5.3". Right click on "My Computer" and select "Properties". Select the "Advanced" tab and push the "Environment Variables" button. Under "System Variables", create a new one called "WXWIN" with the value "C:\wxWidgets-2.5.3" (both "WXWIN" and "C:\wxWidgets-2.5.3" should not have quote marks around them when you create them). Copy setup.h from "C:\wxWidgets-2.5.3\include\wx\msw" to "C:\wxWidgets-2.5.3\include\wx" or you will get build errors that "wx/setup.h" could not be found.
Step 2: Compile wxWidgets
To compile on Windows using MSVC++ 6.0 go to C:\wxWidgets-2.5.3\build\msw and open wx.dsw
. You may get an error when you open it, but the project will load correctly nonetheless. Continue on. Select Build > Batch Build and place a check mark next to "Windows Debug" and "Windows Release" for every different library. (You will see many listed and have 32 check boxes checked). Now hit Build and go get some food cause this will take a while.
When everything completes, go to C:\wxWidgets-2.5.3\samples\minimal and open minimal.dsw
. Select Build > Batch Build and again place a check mark next to "Windows Debug" and "Windows Release" for every different library. (Again you will see a bunch listed and and should have 6 check boxes checked). Now hit the Build button.
Wait a while till it finishes and now wxWidgets is installed correctly.
Your minimal sample will now run. Moreover, all of the other samples should now compile (OpenGL samples aside, that is for another thread
OK, at this point you can follow my original instructions of creating a new Win32 Application, and copying the project settings from the minimal.dsw over to your own project. Oh, and when you go to start copying over project settings, the wx samples (minimal included) may have includes like ..\..\..\include\wx\msw. If you go out and traverse the directories you will see this actually will point to something like C:\wxWidgets-2.5.3\include\wx\msw. In your project though, rather than putting C:\wxWidgets-2.5.3\include\wx\msw, you can simply use ($WXWIN)\include\wx\msw. This relies on the system variable we set up before.
This is really nice because whenever you do decide to upgrade your wx version, you won't have to come back and change all your project settings, you'll just have to install and compile your new version via the aforementioned steps. Unfortunately, getting these project settings right is a real pain the first time around (having to convert from the minimal sample). The next time around, you can just copy them from your working project. However, should you need to start using things like OpenGL or XRC, you will get linker errors unless you link correctly. (Thus, the minimal samples are not a panacea for all your projects).
It took me a while to get the hang of it at first, but once you get good, you'll never look back. Let me know if you are still stuck, and I'll do my best to help you out.