Hi
Not that this will get your hopes up, but my two cents...
I have never been able to get wine to play along. GHC tends to fail when I use wine (exceptions, dll's that misbehave). Maybe it behaves better now. If you manage to make it work, please, let us know. I use hudson to recompile packages for multiple architectures, and windows gives me most of the headaches.
If you use llvm's backend, I wonder what would happen the moment you use Template Haskell. I have just recently started to use the Android backend, and I expect problems. (But maybe I'm mistaken.)
So far I use Windows in a VirtualBox VM. That approach (obviously) works.