If you have a legal WinXp, I would suggest to install it in a virtual box and create your binary there instead of cross compiling. If will save you a lot of pain in the ar***.
Because you only have to transfer the sources and build it normally on windows. Also if you have no strong reasons for building you application static, go for dynamic linking. Also there you can't run in big trouble since you only have to take the libraries which are shipped with the sdk.

For clarification: You get the errors while you was trying to cross compile a windows application on Linux?