When building the latest svn (r4116) under linux I run into an issue that
appears to be one from someone using a case insensitive file system (windows).

Source/Core/DebuggerWX/Src/BreakpointDlg.cpp and appear to #include
BreakPointWindow.h and BreakPointDlg.h which are named BreakpointWindow.h
and BreakpointDlg.h

i've made a simple patch that fixes this, though i don't know if the way
you want to solve it is by renaming the other files

Index: Source/Core/DebuggerWX/Src/BreakpointDlg.cpp¶

--- Source/Core/DebuggerWX/Src/BreakpointDlg.cpp (revision 4116)
+++ Source/Core/DebuggerWX/Src/BreakpointDlg.cpp (working copy)
@@ -20,8 +20,8 @@
#include "Debugger.h"
#include "StringUtil.h"
#include "PowerPC/PowerPC.h"
-#include "BreakPointWindow.h"
-#include "BreakPointDlg.h"
+#include "BreakpointWindow.h"
+#include "BreakpointDlg.h"

BEGIN_EVENT_TABLE(BreakPointDlg,wxDialog)
EVT_CLOSE(BreakPointDlg::OnClose)
Index: Source/Core/DebuggerWX/Src/BreakpointWindow.cpp

--- Source/Core/DebuggerWX/Src/BreakpointWindow.cpp (revision 4116)
+++ Source/Core/DebuggerWX/Src/BreakpointWindow.cpp (working copy)
@@ -20,7 +20,7 @@
#include "BreakpointView.h"
#include "CodeWindow.h"
#include "HW/Memmap.h"
-#include "BreakPointDlg.h"
+#include "BreakpointDlg.h"
#include "MemoryCheckDlg.h"
#include "Host.h"
#include "PowerPC/PowerPC.h"