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As with WxWidgets, you have to compile and link against the same MFC library version and build settings used by BricsCAD. The error indicates a mismatch. BricsCAD will use the release version of MFC, but it seems you are compiling against the Debug version. You probably defined the preprocessor symbol _DEBUG, which pulls in the debug MFC libraries. For debug builds of your code, you'll need to #undef _DEBUG before including the MFC headers, then reset it after.
I hope that helps.