__General cross-compiler__
A complete cross-compile system can be setup easily. For example:
$ cd binutils-2.18
$ ./configure --target=mips-netbsdelf
$ make&& make install
$ cd ../pcc
$ ./configure --target=mips-netbsdelf
$ make&& make install
The compiler from the above example is called /usr/local/bin/mips-netbsdelf-pcc.
Copying the header files from the target machine into /usr/local/mips-netbsdelf/include and the libraries into /usr/local/mips-netbsdelf/lib is sufficient to build binaries.
It's possible for multiple cross-compilers to exist on the host system at the same time (which was the motivation for doing this!).
__Cross-compiler to Microsoft Windows__
To develop a cross-compile system for Microsoft Windows:
$ cd binutils-2.18
$ ./configure --target=i386-pe
$ make&& make install
$ cd ../pcc
$ ./configure --target=i386-pc-windows
$ make&& make install
You'll want to copy the include files and libraries from the [Microsoft Platform SDK](http://www.microsoft.com/downloads/details.aspx?FamilyId=0BAF2B35-C656-4969-ACE8-E4C0C0716ADB&displaylang=en).
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