Additionally, if you're using the latest MinGW it ships with GCC 4.7 and fails with an error I reported and thoughtpolice replied here;
http://ghc.haskell.org/trac/ghc/ticket/7056#comment:9

There's a patch that (with some hacking, namely, fixing the missing bracket) will bring GHC to build. It later faults again, though.
http://lpaste.net/92097

Windows needs some love :(