http://download.videolan.org/pub/testing/win32/contrib-20040510-win32-bin-gcc3.3.1-only.tar.bz2 (Check out fo more recent versions at the same location).
All you need to do is extract it in your root directory (the include files
and libraries will be put in /usr/win32). You can do this with the following
command:
tar xjvf contrib-20040229-win32-bin-gcc3.3.1-only.tar.bz2 -C /
tar xjvf contrib-20040510-win32-bin-gcc3.3.1-only.tar.bz2 -C /