I'm having a similar problem.
I can use any SFML resource in the dynamic way, with the dlls. No problems at all.
But I still can't build a project with static linking (get lots of undefined reference errors), except for tasks like the clock and the sound examples.
I though it's related to the external libs.. I don't know
Here's the build log when building the window.cbp example (the example that gives less errors)
mingw32-g++.exe -LC:\Programas\_Programing\SFML-1.3\lib\mingw -o ..\..\bin\window-d.exe ..\..\..\Temp\window\Debug_Win32\window\Window.o ..\..\..\lib\mingw\libsfml-main-d.a ..\..\..\lib\mingw\libsfml-window-s-d.a ..\..\..\lib\mingw\libsfml-system-s-d.a -lopengl32 -lglu32 -mwindows
..\..\..\lib\mingw\libsfml-window-s-d.a(WindowImpl.o)(.text$_ZNSt23_Rb_tree_const_iteratorIPN2sf14WindowListenerEEppEv+0x13):WindowImpl.cpp: undefined reference to `std::_Rb_tree_increment(std::_Rb_tree_node_base const*)'
..\..\..\lib\mingw\libsfml-window-s-d.a(WindowImpl.o)(.text$_ZNSt8_Rb_treeIPN2sf14WindowListenerES2_St9_IdentityIS2_ESt4lessIS2_ESaIS2_EE9_M_insertEPSt18_Rb_tree_node_baseSA_RKS2_+0x99):WindowImpl.cpp: undefined reference to `std::_Rb_tree_insert_and_rebalance(bool, std::_Rb_tree_node_base*, std::_Rb_tree_node_base*, std::_Rb_tree_node_base&)'
..\..\..\lib\mingw\libsfml-window-s-d.a(WindowImpl.o)(.text$_ZNSt17_Rb_tree_iteratorIPN2sf14WindowListenerEEmmEv+0x13):WindowImpl.cpp: undefined reference to `std::_Rb_tree_decrement(std::_Rb_tree_node_base*)'
..\..\..\lib\mingw\libsfml-window-s-d.a(WindowImpl.o)(.text$_ZNSt17_Rb_tree_iteratorIPN2sf14WindowListenerEEppEi+0x1b):WindowImpl.cpp: undefined reference to `std::_Rb_tree_increment(std::_Rb_tree_node_base*)'
..\..\..\lib\mingw\libsfml-window-s-d.a(WindowImpl.o)(.text$_ZNSt8_Rb_treeIPN2sf14WindowListenerES2_St9_IdentityIS2_ESt4lessIS2_ESaIS2_EE5eraseESt17_Rb_tree_iteratorIS2_E+0x17):WindowImpl.cpp: undefined reference to `std::_Rb_tree_rebalance_for_erase(std::_Rb_tree_node_base*, std::_Rb_tree_node_base&)'
..\..\..\lib\mingw\libsfml-window-s-d.a(WindowImpl.o)(.text$_ZNSt17_Rb_tree_iteratorIPN2sf14WindowListenerEEppEv+0x13):WindowImpl.cpp: undefined reference to `std::_Rb_tree_increment(std::_Rb_tree_node_base*)'
Process terminated with status 1 (0 minutes, 0 seconds)
6 errors, 0 warnings