Link errors while using WxWidgets were resolved using stuff at: http://www.soe.ucsc.edu/~agames/wxogl.htm
Some other link errors are still left :(
Updated on Feb 8, 2008:
The link errors I was getting were related to unresolved symbols:
I was able to fix these today after much hue and cry, after I built the sample projects in the wxWidgets/samples directory. I copied the VC++ settings from these samples to my project. Indeed my settings were quite a lot different from that used in samples - preprocessor definitions, system type: (I was using console in place of windows), linked library names.
Anyway, all is well that ends well. Lesson learnt: Look for samples of compilation using a downloaded open source library first, before getting stuck with a compilation problem.