The GLee library's main header, <gl/glee.h>, may not be included after <gl/gl.h>. Also, the former includes the latter.
Now in version 1.1 of SFML, the <sfml/window.hpp> header includes <sfml/window/openglcaps.hpp>, which in turn includes <sfml/window/glew/glew.h>. This header also cannot be included after <gl/gl.h>, and includes <gl/gl.h> internally.
This is an issue because no matter the order in which you include <gl/glee.h> and <sfml/window.hpp>, a compiler error occurs.
Considering GLee is a library meant to serve as a sort of wrapper for GL, it makes sense that it would have such a requirement. However, SFML windows shouldn't. I hope this issue is resolved. For now I will continue to use SFML 1.0 until it is. If it does not get fixed I will have to find another library.