This script is for Slackware 13.37 only and may be outdated.

SlackBuilds Repository

13.37 > Development > x86-mingw32-build (1.0.1)

MinGW cross compiler for Linux build environment

As of this writing, the MinGW Project does not support any official
build of GCC, more recent than GCC-3.4.5, for use as a cross hosted
MinGW development tool, on any platform. This is unlikely to change,
until after an officially supported stable GCC-4.x version has been
released, for native use on the MS-Windows platform.

This slackbuild will compile MinGW with
  GCC: 3.4.5
  Binutils: 2.20.1
  MinGW Runtime: 3.18
  W32Api: 3.14

GCC packages included are:
  ada (no)
  c++ (yes)
  f77 (yes)
  java (yes)
  objc (yes)

If you're planning to compile MinGW with different versions of the 
packages, like GCC-4.4.0 (stable), you might download them before in 
a specified directory. In this case you might want to modify the
configuration file "x86-mingw32-build.sh.conf".

Moreover, if you're planning to disable/enable some GCC package, like
disabling "java" or "objc", just modify the configuration file
"x86-mingw32-build.sh.conf" commenting or not the corresponding lines,
which are very easy to find.
Actually "ada" gave me some problem and I disabled it from this
SlackBuild.