I was using MinGW32. I finally got the wxWindows libraries to compile 
and install using the MinGW tools. I don't know if it was something else 
I had set on my system or the version of MinGW, but it's done.
What I ended up doing was dl and run the previous install of 
MinGW(3.0.0-1) and MSYS(1.0.8). I installed MinGW first into d:/mingw 
then ran the MSYS(installed into d:/msys/1.0) setup and pointed it to 
the MinGW install when it asked if I had it. I tried other 
configurations and they didn't seem to work.

I still have to point to the right include dir when compiling but it all 
seems to work. I even have some compiled binaries....

Someday, I may experiment to see if there was something else that I 
missed but for now I do have it running.

azcoder@cox.net wrote:
> MinGW32 might be just what you need to build it without any Cygwin dependencies....
> 
> http://www.mingw.org/
> 
> 
> Good luck!
> 
> 
>
>>Derek Neighbors wrote:
>>
>>
>>>You should look at wxWindows.  It is C++ and extremely cross platform. 
>>>It is also free as in beer and speech.  There is a very good Python 
>>>version as well called wxPython.
>>
>>Except not completely free if it's compiled using Cygwin... I'm having 
>>*fun* trying to get it to install properly so that projects compile 
>>without dependency on the cygwin1.dll... it's a path or environment 
>>issue that I would like to (but can't with confidence) say I am close to 
>>solving.
>>
>>