This seems to have fixed it for me:
Index: include/wx/msw/colour.h
===================================================================
--- include/wx/msw/colour.h (revision 50944)
+++ include/wx/msw/colour.h (working copy)
@@ -25,6 +25,8 @@
// ------------
DEFINE_STD_WXCOLOUR_CONSTRUCTORS
+ virtual ~wxColour();
+
// accessors
// ---------