Trying to build cjson on Widnows, getting errors

[Jack]

Since I don't have VS2003, I'm trying to build cjson with MingW and Cygwin 
but I'm getting lots of errors like these:

build\temp.win32-2.5\Release\cjson.o(.text+0x8e):cjson.c: undefined 
reference to
 `_imp___Py_NoneStruct'
build\temp.win32-2.5\Release\cjson.o(.text+0x95):cjson.c: undefined 
reference to
 `_imp___Py_NoneStruct'
build\temp.win32-2.5\Release\cjson.o(.text+0x122):cjson.c: undefined 
reference t
o `_imp___Py_TrueStruct'
build\temp.win32-2.5\Release\cjson.o(.text+0x129):cjson.c: undefined 
reference t
o `_imp___Py_TrueStruct'
build\temp.win32-2.5\Release\cjson.o(.text+0x15d):cjson.c: undefined 
reference t
o `_imp___Py_ZeroStruct'

Any idea what I'm missing? Thanks.