Help me to compile gcc

Hi,
    I am trying to compile GCC-2.95 in MinGW environment but
it’s not
    Compiling. I am gating some error at the time of compiling
Bunitils-2.10.1.
    But using the same source file (Bunitils-2.10.1, GCC-2.95,
newlib-1.12.0)
    I am able to compile GCC in Cygwin and Linux environment for
target
    arm-elf  and it’s generating all the exe file but the
problem is there we
    have to use Cygwin means one dependence is there. 
    Is it possible to compile GCC for target arm-elf which
wouldn’t use Cygwin?
    Dll and I can run it in MS-DOS environment without having any
dependences.