The program is probably still running. You can't overwrite a running program.
Btw: This site is about robots, not C++ development in mingw. You may want to find a forum that specializes in those tools for faster/better answers!
Second btw: If you're developing on Windows, you really ought to download and use the free version of Visual C++ Express. It's a much better development environment for C++ on Windows than Eclipse and mingw (or any of the other free options like code::blocks.)