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dynamic loading - w32

No.
You need to use the ld from the Cygwin set with mingw32-egcs-1.1.
The symptom here is that whether this works or not is pretty random, as
the DLL contains a section that is not intialized but should be for use
on some Win9x systems.  The ld in the mingw32 distribution (even
-1.1.1) is faulty.  The use of the Cygwin ld solves this (it is on CRAN
in Guido's section).  I don't know what your dllwrap does precisely
(there are several versions about) so use the Makefiles in the
source/package build distributions.

This works for me every time, and I've changed nothing in my setup
since rw0630.