And to finally close this one off for anyone who is interested...
I, foolishly it would seem, thought that my Windows update setting ("You receive updates for Windows and other products from Microsoft update") included updates to directx. Apparently not.
I installed Media Player Classic on my newly formatted machine a couple of days ago and it told me that my directx end user run time files were out of date. So, I went to the MS directx site and downloaded their web updater. It updated both the runtime files and the SDK.
Doing this seems to have fixed the problem. I have compiled a few versions of GZdoom now and not got the temp environment message. Updating directx the only thing that I have changed since last seeing the message so I guess that must be it.
