Install MingW and SDL.

* Goto http://sourceforge.net/projects/mingw/files/Automated%20MinGW%20Installer/mingw-get/

* Download mingw-get-inst-xxxxxx.exe

* Execute MingW Shell

* Execute "mingw-get update" and "mingw-get upgrade"

* Goto http://www.libsdl.org/download-1.2.php

* Download SDL-X.X.X-win32.zip under Win32 of Runtime Libraries and SDL-devel-X.X.X-mingw32.tar.gz under Win32 of Development Libraries.

* Extract SDL-devel-X.X.X-win32.zip.

* Copy libSDLmain.a, libSDL.la, and libSDL.dll.a into into $(MingW Directory)/lib/*.a.

* Copy include/SDL/* into $(MingW Directory)/include/SDL.

* Copy bin/SDL.dll and bin/sdl-config into $(MingW Directory)/bin.