cross compiling R for Windows under Linux

Hi

I tried to cross compile R under Linux but get an
error.

i586-mingw32-gcc -isystem
/home/schouwl/unpack/mingw/include -O2 -Wall -pedantic
-I../include -I. -DHAVE_CONFIG_H -DR_DLL_BUILD  -c
dynload.c -o dynload.o
dynload.c: In function `R_loadLibrary':
dynload.c:94: warning: implicit declaration of
function `_controlfp'
dynload.c:94: error: `_MCW_IC' undeclared (first use
in this function)
dynload.c:94: error: (Each undeclared identifier is
reported only once
dynload.c:94: error: for each function it appears in.)
dynload.c:95: warning: implicit declaration of
function `_clearfp'
dynload.c:99: error: `_MCW_EM' undeclared (first use
in this function)
dynload.c:99: error: `_MCW_RC' undeclared (first use
in this function)
dynload.c:99: error: `_MCW_PC' undeclared (first use
in this function)
make[3]: *** [dynload.o] Error 1
make[2]: *** [../../bin/R.dll] Error 2
make[1]: *** [rbuild] Error 2
make: *** [all] Error 2


This is the that was reported in the mailing list
before. 
http://tolstoy.newcastle.edu.au/R/devel/04/12/1571.html

I have set the HEADER correct in MkRules
HEADER=/home/schouwl/unpack/mingw/include
The file float.h is located in the 
../i586-mingw32/include/float.h 
from there.

I am cross compiling R 2.0.1 source code.

Help would be appreciated..

Lars Schouw