Since you haven't really used Mono-D before, it's probably just not quite set up correctly.
I was planning on doing a tutorial for Mono-D, and it looks like I can just do that sometime today.
Anyways, if we're going by the code found in the build example in DSFML's wiki, then I have my project set up like so:
Add DSFML source to includes area(looks like you did that already though)
Add both static and import DSFML libs
At the bottom of the image above there is also a spot for Extra Linker Options. Use this space to add in your library search linker options. They are separated by spaces since OPTLINK can't handle them at all.
On my work computer I set it up pretty quickly, so my directories are ill named, but the extra linker options for me are "+C:\Users\jdehaan\Downloads\DSFML-master\lib\ +C:\Users\jdehaan\Downloads\DSFML-Bin\DSFML-Bin\"
This compiled the first example for me.
Hope that helps!