$ git clone https://github.com/mxe/mxe.git mxe-git
$ cd mxe-git
+Apply some fixes that are currently required for a proper build:
+
+ $ patch -p1 < mxe_fixes.patch
+
For now we need to build gcc and winpthreads in two steps. First:
$ make MXE_TARGETS=i686-w64-mingw32.static gcc winpthreads