Windows build from source.

I am working through some of the gotchas with building R from source under Window. I have found that if I don't execute the make commands as Administrator I get alot of "permission denied' errors. Even if I give myself full control of the directory and files. Strange. I also found that the environment variable TMPDIR must be set otherwise the build process assumes a temporary directory like /tmp which is not Windows compatible it is more like Unix. 

Anyway I have complated the build and I find that there are directories created under gnuwin32 called 'fixed' and 'front=ends'. It seems that the 'normal' R commands like R.exe, RGui.exe, RTerm.exe, etc are there. But the required DLLs are not. I have attached a screenshot of the kind of error that I get when I try to run 'RTerm.exe'.  Basically it is saying that it cannot find a required DLL. There must be a step that I am missing after 'make all recommended' so I can run the normal 'R' commands. The 'next' step in the build process eludes me, please help.