For x86-Linux-to-Windows, [Rolf Ade] favors
the binaries at  
http://www.stats.ox.ac.uk/pub/Rtools/mingw-cross.tar.bz2 .
One typically unzips .bz2 with "bunzip2".

This binary image requires GNU libc 2.2.

Add the bin dir of the mingw cross compiler to your PATH. (You could
also use the [mingw32]/bin dir, with links with 'standard' names - gcc,
ar, ranlib etc. - to the real program's in bin, but be careful to not
fool yourself with different 'gcc's in your PATH.)


[[Explain example.]]


































----
While someone once wrote, 
"To set up an Xmingwin cross compiler use the script provided by [Mo
DeJong] (a copy is available at [http://mini.net/sdarchive/xmingwin.sh] (notice the one bogus newline
in the middle of 'BASE_URL=...' which needs to be removed). This
script downloads Xmingwin, builds it and installs under
/usr/local/Xmingwin (you can edit the script and change the PREFIX
variable if you want to install it elsewhere)",
[CL] found that xmingwin.sh unworkable in October 2002.