Yeah, as I suspected. I'm betting that the 2 other failures are 'FormatTest' and 'RangeMapTest', which are the other tests that use exceptions. It seems that there is something wrong with your system, or possibly libraries.
Could you tell me which configure options you used when building wxWidgets, and paste the output of 'wx-config --cxxflags', where wx-config should obviously be the wx-config executable you used with aMule.