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I've listed it as major because, assuming you update your window caption every 100 ms, the application becomes unusable within an hour. Perhaps a higher severity would be appropriate.

This code leaks memory at an alarming rate:

while(1){
    SDL_WM_SetCaption("memory footprint increaser","memfoot");
};

No doubt this has gone unnoticed because most people only call this during initialisation. I noticed it when I started using the function to report gamestates on my opengl game. 

I've tried it in a more simple application, initializing SDL_VIDEO, creating a display surface and then running the loop. memleak still present.

Sorry, not tried other OSes, only OS X 10.4.10 INTEL.