Ok, so I just found this in the
http://ck.kolivas.org/apps/cgminer/READMENative WIN32 build instructions: see windows-build.txt but these instructions
are now hopelessly out of date.
Guess I need to setup a virtual linux system and follow these instructions...
It is actually easiest to build a windows binary using cross compilation tools
provided by "mxe" available at
http://mxe.cc/ (use the 32 bit one!)
Once you have followed the instructions for building mxe:
export PATH=(path/to/mxe)/usr/bin/:$PATH
CFLAGS="-O2 -Wall -W -march=i686" ./configure --host=i686-pc-mingw32 <options>
make
Is that the right direction?