Mingw32 is an implementation of the GNU compiler for Windows environments: http://www.mingw.org/

Nmake is a Microsoft tool which allows you to build projects from a configuration file, much like the linux version of "make".

Personally, I prefer mingw32.

A really nice thing about the "make" process is, if you run mingw32-make again, it will skip everything that is already done, and re-attempt to compile the module that failed. The only time wasted will be waiting for that specific module, not all of them. So try running it again, and come back with the error.