Try this:
g++ -Wall -O3 -ID:/C++/Boost/Current -o boostbuildtest.exe boostbuildtest.cpp -Lc:/boost_current/lib -lboost_regex -lboost_filesystem
If this fails, then get a directory listing of c:/boost_current/lib and see if your library files don't have any extra chars in them, like -mt or
1.34 etc.
So if my libdir contains libboost_date_time-gcc41-mt-d.so, I would specify -lboost_date_time-gcc41-mt-d on the command line.
Hope this helps.
Jon