I know this problem
has been reported with SFML 1.6, but it has existed in the C bindings since before 1.6.
I'm using Visual Studio 2010 so I had to recompile the libs from scratch, and here are my results.
SFML 1.6 : not working (already reported)
SFML 1.6 + CSFML 1.6 : not working (obvious)
SFML 1.5 : working
SFML 1.5 + CSFML 1.5 : not working
I'm not sure why it doesn't work, and any suggestions would be appreciated. Tomorrow I might keep trying earlier versions until I find where the problem first originated.