I sent him simple "Hello world" program and he said its working...
In folder with application are window, network, system, audio and graphics debug dlls, the same I have built with mingw make. I tried also Release and he had the same problem. I use only SFML/Graphics.hpp library.
But it must be a problem from my side, becasue when I've had another OS (vista), I havent got any problems, and he hasnt got any problems too..