Something for the FAQ - How do I cross compile...

[root]

If I want to build the Gnu-win32 so that I can produce NT programs
under Linux or another host/build machine, what do I use for the
--target entry?  i686-cygwin32-gnu says fcntl.h is missing, and I
will try some other things, but it would really help if you would
say somewhere in the faq how to do this.
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