Recently I broke many things in SFML 2, here is a list so that you won't get completely lost
1. The major version number no longer appears in the libraries names, they got their initial name "sfml-xxx" instead of "sfml2-xxx". The only exception is for Windows DLLs: they are named "sfml-xxx-2.dll". This is necessary because Windows can't properly handle different versions of the same library.
2. The projects/makefiles for Code::Blocks, Visual Studio, XCode and make have officially been removed, I was wasting too much time maintaining them for nothing. So now you must use CMake (I remind you that I've written a tutorial for that, don't panic).
3. SFML_DYNAMIC is no longer necessary for dynamic builds, now it's for static builds that you need to define SFML_STATIC. This is smarter, since dynamic builds are more "standard", and that OSes other than Windows will probably never have static builds.