Well, this is not supposed to be a "solution". Linking against the dynamic or static libraries must be a choice based on what you want. I just wanted to point the error.
What you have to remember is that when linking against dynamic libraries (what you first did, according to the error message) you have to define the SFML_DYNAMIC symbol in your project, as explained in the tutorials.
If it's still not working, please explain in detail what you do and how you setup your project.