To reply to an earlier point of Andrew's (I can't find the quote now, sorry), one of the biggest difficulties developers face on Windows is the lack of common install locations/practices. Windows software is usually distributed as a binary, which may or may not include header files. These files may be installed in any of numerous locations, such as C:\Program Files\, the user's home directory, the system directory, or directly off the drive root. Defaults are not common among different programs or even versions of programs, and install locations are frequently changed by users anyway. Libraries and headers are usually not located on the PATH environment variable, and there's no standard INCDIR or LIBDIR variable either.
If Windows lacks a sane environment, why not to provide one? I don't know how much of it mingw already provides. If it doesn't, that would be a nice Haskell project :) It could be called Windows SaneEnvironment, and include a few basic policies for packages and a package manager. When I needed Windows myself I would certainly help maintaining. It would not be hard to find others who still will. Maurício