on ubuntu
prerequisities:
1 build-essential
2 autoconf
3 libtool
4 gettext
5 gcc-mingw32
download the latest source package.
and run
./build-mingw32.sh -d /usr/i586-mingw32msvc -m i586-mingw32msvc
done.
compiling mono on windows is painful. The easiest way is to compile it on Linux for windows.
If we don't have a linux at hand, simply download a virtualbox,install it and get your jod done there.
forget about cygwin..
ubuntu is a great tool for development..easy to get all dependencies.