Happened to me to. And what I did was to download the latest version from the official site and compile it manually using the same compiler I use for SFML. I build it as a static library and made sure to define
GLEW_STATIC in both the Glew project and the projects where I link to Glew. I replaced the the default libglew.a from the extlibs directory of SFML and compiled SFML again. When I linked the libraries to my project I made sure I first link to SFML's libraries and then the Glew library. Then I compiled my project again and voila, it worked
NOTE: I was using Code::Blocks and MinGW GCC 4.8.1 and SFML was built as static. Building it as static decreased my total executable size
If you build SFML as static, make sure to add the following libraries on your project (
-lkernel32 -luser32 -lgdi32 -lwinspool -lshell32 -lole32 -loleaut32 -luuid -lcomdlg32 -ladvapi32) So that you won't get "Undefined reference.." But before you do all that make sure you have
GLEW_STATIC in your project if the Glew library that you use is a static library and check to see if that helps or
SFML_STATIC if you have static SFML libraries.