Just so we can be sure that we know what you're linking, try these:
Debug
opengl32.lib;jpeg.lib;freetype.lib;glew.lib;winmm.lib;gdi32.lib;sfml-graphics-s-d.lib;sfml-window-s-d.lib;sfml-system-s-d.lib;
Release
opengl32.lib;jpeg.lib;freetype.lib;glew.lib;winmm.lib;gdi32.lib;sfml-graphics-s.lib;sfml-window-s.lib;sfml-system-s.lib;
Make sure you're defining static in both debug and release (or on "all configurations").
One other thing...
By any chance, are you declaring your sf::RenderWindow with the static keyword?
