I am kindof lazy, and found cross compiling to be tedious, so I just installed a copy of windows in either the free Vmware or Virtualbox. I then use the Mingw Qt in the virtual machine.

The exact same source code can then compile on your Linux host, and in the virtual machine, with the added value that you can use the virtual machine to not only compile the Qt code, but also to test it in windows, especially if you have any platform dependent code in your program.