Did you include everything(anything important*) in SFML's lib folder**- Under Linker settings?
Then include SFML's Include folder -under Search Directories under Compiler
Then do the same for SFML's lib folder -Under Linker(Next to Compiler)
Want me to post some pictures to help?
*You need Window,System,Graphics,Audio and maybe Network(If you want it)
**People Frown on this but it work for me... You don't have to do the SFML_STATIC OR DYNAMIC under #defines