Help on build using g++ on Windows

There is a small project C++ (it has win32 code) that I need to build. It already has its Makefile. I was told to use MinGW. I have never used it before. I downloaded and installed the latest MinGW installer.

Then, I opened the MinGW shell and did make. The exe file was created. But when I try to run it I get libgcc_s_dw2-1.dll is missing! Why do I get this error? Shouldn't the exe be self-contained and run anywhere?

UPDATE

Here's more information, from the Makefile:

CC = g++ 
CCOPTIONS=-DWINDOWS -DFORCEINLINE -DMINGW -DSRTP_SUPPORT -D__EXPORT= -D_WIN32_WINNT=0x0501 -DNOMVS    
setup.exe: setup.o common.o 
    $(CC) 开发者_开发百科-ggdb -g -O0 -o $@ setup.o common.o  -mno-cygwin -mwindows -lwsock32 -lws2_32 -lwinmm -lgdi32 -lcomctl32 -lmapi32 -lVfw32

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Whether or not the exe should be self-contained depends on how you built it. We need to see the commands that were executed, or post the makefile. But that DLL does not seem to be part of the current version of MinGW. Also, please clarify if you are actually doing this under cygwin, or if you added the tag by mistake.

Edit: A bit of googling seems like it has to do with the horrible "official" MinGW installation. Remove it, and download the Twilight Dragon build from http://tdm-gcc.tdragon.net and then rebuild completely. The "official" build is cr*p anyway - I don't know why anyone uses it.

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If what you want to do is a stand alone application with MinGW, you should add -static to the linking options.

On a side note, if you're making a Win32 application, add the -mwindows option to the C++ compiler so it doesn't open a console together with your main window.