Install MinGW. Within it select the following items:
- mingw32-libz (dev/dll)
- mingw32-autoconf
- mingw32-automake
- mingw32-gcc
- mingw32-gcc-g++
- msys-core
Afterwards, run the pi.bat (postinstall) script that should be at C:\MinGW\msys\1.0\postinstall\pi.sh