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Ubuntu 10.04
Install mingw apt-get install mingw32
Install checkinstall
export CC=i586-mingw32msvc-gcc export CXX=i586-mingw32msvc-g++ export LD=i586-mingw32msvc-ld export AR=i586-mingw32msvc-ar export AS=i586-mingw32msvc-as export NM=i586-mingw32msvc-nm export STRIP=i586-mingw32msvc-strip export RANLIB=i586-mingw32msvc-ranlib export DLLTOOL=i586-mingw32msvc-dlltool export OBJDUMP=i586-mingw32msvc-objdump export RC=i586-mingw32msvc-windres
./configure --build=mingw32 --host=i586-mingw32msvc --prefix=/usr/local/i586-mingw32 --exec-prefix=/usr/local/i586-mingw32