By the way, one guy "valgrinded" Teemu and found a leak, but he refuses to tell where it is. That's a bit gay. I don't have any memory leak tools, because I'm using free edition of Visual C++. It's probably nothing too serious, because the game seems to work ok and doesn't crash.
It's probably this one:
http://pastebin.com/Y66CFd4rThere were a couple of other errors, but they seemed to originate from SDL.
(Also, for education, DLLs are called "Shared Objects", .so in *nix world.)
EDIT: rerun with debug symbols, so the output is more useful