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You should be using the "Debug Multithreaded DLL" compiler option in your application when you link with the build_win32/Debug/libdb33d.lib library (this .lib file is actually a stub for libdb33d.DLL). To check this setting in Visual C++, choose the Project/Settings menu item and select Code Generation under the tab marked C/C++; and see the box marked Use runtime library. This should be set to Debug Multithreaded DLL. If your application is linked against the static library, build_win32/Debug/libdb33sd.lib; then, you will want to set Use runtime library to Debug Multithreaded.
Setting this option incorrectly can cause multiple versions of the standard libraries to be linked into your application (one on behalf of your application, and one on behalf of the Berkeley DB library). That violates assumptions made by these libraries, and traps can result.
Berkeley DB does not use MFC at all. It does however, call malloc and free and other facilities provided by the Microsoft C runtime library. We found in our work that many applications and libraries are built assuming MFC, and specifying this for Berkeley DB solves various interoperation issues, and guarantees that the right runtime libraries are selected. Note that because we do not use MFC facilities, the MFC library DLL is not marked as a dependency for libdb.dll, but the appropriate Microsoft C runtime is.