I successfully build gcc-4.1.2 on Cygwin running on Windows XP
Professional with SP2.

Output from running /home/jesper/gcc-4.1.2/config.guess:
   i686-pc-cygwin

Output of 'gcc -v':
   Using built-in specs.
   Target: i686-pc-cygwin
   Configured with: /home/jesper/gcc-4.1.2/configure
--enable-threads=win32 --with-cpu=i686 --with-arch=i686
--with-tune=i686 --enable-languages=c,c++
   Thread model: win32
   gcc version 4.1.2

Languages: C, C++

Here are my notes about the process:

Followed the instructions at: http://gcc.gnu.org/install/index.html

Check prerequisites (http://gcc.gnu.org/install/prerequisites.html):
   gzip version 1.2.4                                  OK, I have 1.3.9
   bzip2 version 1.0.2                                 OK, I have 1.0.3
   GNU make version 3.79.1                             OK, I have 3.81
   GNU tar version 1.14                                OK, I have 1.16.1
   GNU Multiple Precision Library (GMP) version 4.1    Not yet
installed. Run Cygwin setup and get version 4.2.1-1 (category Libs)
   MPFR Library version 2.2.1                          Not yet
installed. Run Cygwin setup and get version 2.2.1-1 (category Libs)

Download (http://gcc.gnu.org/install/download.html):
   I am only interested in the C and C++ compiler, so I download the
core and g++ packages (not the full distribution):
gcc-core-4.1.2.tar.bz2, gcc-g++-4.1.2.tar.bz2
   Unzip and untar these (using 7-Zip) into /home/jesper (which maps
to C:\cygwin\home\jesper)

Configuration (http://gcc.gnu.org/install/configure.html):
   cd /home/jesper
   mkdir gccobj
   cd gccobj
   /home/jesper/gcc-4.1.2/configure --enable-threads=win32
--with-cpu=i686 --with-arch=i686 --with-tune=i686
--enable-languages=c,c++

   The configuration seems to complain that the right version of GMP
is not installed, even though I installed it (see above).
   I ignore the message.

Building (http://gcc.gnu.org/install/build.html):
   make

Final install (http://gcc.gnu.org/install/finalinstall.html):
   make install


Jesper de Jong
The Netherlands

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