For reference, I'm using cygwin bash+mingw gcc on Windows XP, following your instructions as closely as possible - but with the latest version of cygwin and mingw.
Then I'm really surprised to see you having so much trouble. Unless you've accidentally installed parts of the cygwin gcc chain (or cygwin's --no-cygwin mingw variant), that would mean issues in the latest mingw versions. Perhaps going back to an older mingw is easier than working around those issues?
The biggest niggle for me currently is the lack of the GHC API, which is built in stage2, but not transferred across to the bindist.
Sat Sep 6 15:25:46 GMT Daylight Time 2008 Ian Lynagh
there seem to be lots of little things that will require fixing before the Windows version is ready for release.
Yes, but since 'make binary-dist' is working again, we can at least start reporting those little things (though Ian sometimes insists on seeing a trac ticket first rather than a mere email, as in the ghc package case;-).
My new home computer will almost certainly be Vista, so I guess I'm in for a world of fun then :-)
Vista has been around for a while, and as you get the issues with XP and new mingw, trying out older mingw might still work on Vista (sometimes a new broom adds new issues before working properly). Claus