It's not going to be easy then. The best way to do it is to ditch what you've downloaded and install Cygwin with all the developer tools, then use svn (Subversion source control) to get the latest toolchain build script and to build it that way. The alternative, which I've never tried, is there's a Win32 build of the toolchain which will install as pure Windows programs. Biggest problem with that is it's nowhere near as up-to-date as the inux/Cygwin version.
Jim