When I test compile a simple Win32 GUI program in MinGW+MSys with command line and run it:

$ g++ main.cpp -o app -std=c++0x

$ ./app

only a dialog box shows. But put this program into Code::Block IDE and compile it, it aways plus a black console box with the dialog. Add -mwindows in link options no effect.

main.cpp

#include <windows.h>
int WinMain(HINSTANCE,HINSTANCE,LPSTR,int)
{
    MessageBox(0,"Hello, Windows","MinGW Test Program",MB_OK);
    return 0;
}

• c++
• mingw
• codeblocks

Put it in a project, and in the project settings there's an option to not have a console window.

If you can't be bothered to have it in a project, a call to ShowWindow (GetConsoleWindow(), SW_HIDE); will make it flash on the screen and then disappear. Note that you must #define _WIN32_WINNT as 0x0500 or greater before including windows.h to have access to GetConsoleWindow(). I'll come back in a bit with a specific location to disable it.

//hide console window at start
#define _WIN32_WINNT 0x0501 //this is for XP
#include <windows.h>

int main()
{
    ShowWindow (GetConsoleWindow(), SW_HIDE);
    //rest of program here
}

EDIT: Found it, here's how to not have a console window:

1. Click Project on the CodeBlocks menu.
2. Click Properties.
3. Click the second tab, Build Targets.
4. On the right, where it says Type: Console application, change it to GUI application.
5. Rebuild the project.