I had this problem as well.
1) First delete any duplicate instances of libstdc++-6.dll of you computer except the one in the mingw folder in codeblocks
2) If that doesnt work.
Go on to the mingw website.
Click on download tab thing on the side.
Then click on "Download mingw-get-inst-20120426.exe (662.7 kB)"
Install it wherever.
Then delete the mingw folder from inside codeblocks folder.
Cut and paste the newly downloaded version into the codeblocks folder.
Have you thought about setting up your pc to dual boot windows & linux? Ubuntu is very user friendly and easy to install alongside windows. You could use ubuntu - or any linux to do your programming as it offers much better development tools - even apart from sfml.
You won't have such problems using sfml in linux. personally I think that you should back up your stuff, set up a dual boot system - then install sfml in linux.