As a note, mingw won't nessecerily compile ALL linux apps to windows, for example, anything which acts as a socket server (for whatever reason) requires the use of winsock, NOT the standard *nix socket.h you can use defines for it all, but it will get messy. For use in bots, its a 'quick fix', but don't expect it to hold out too well, POSIX is still a long way from being ported properly to windows (Hence the larger files).
As another note, cygwin doesn't support Shared Objects.. its a lose lose situation if you have something with both
