Ah, the wonders of wxWindows, if you get an assertion failed problem: its because of wxWindows and VC2005 issues, so you will need to make the following modification:
open the file $(WXWIN)\src\msw\main.cpp, search for the function 'DllMain' and add the following lines:
#if _MSC_VER >= 1400 && _WINDLL
#undef _WINDLL
#endif
before the line:
#if defined(_WINDLL)