Installing GMP on cygwin

[Edward Marti]

When I originally installed GMP on my linux distro (Red Hat 7.3), I had
trouble having the programs compile, even after adding the '-lgmp' or
'-lgmpxx' endings. Eventually, I discovered that if I installed the programs
with --prefix=/usr instead of /usr/local, it would work with no problems.
Now, I am trying to install GMP under CYGWIN, and even if I
add --prefix=/usr, it still installs it under /usr/local and I have the same
problems. How do I get my programs to recognize GMP after it has been
installed in /usr/local? I know the program warns me that I should use 'ld',
but I don't know exactly what I should do. What commands should I run?

 - Thanks, Edward Marti

BTW, is there a way to install GMP under mingw? I have found that mingw has
much nicer executables because it doesn't require a dll like cygwin1.dll.
However, all the GMP files, such as 'configure', are in linux, and my mingw
won't seem to run them.