Ah, yes, I hoped it would all just work ...but sadly not for me, not today

.
It could well be something to do with the 64bit, as I've now been looking around on the msdn site, found a comparison table and the Express edition doesn't seem to support 64bit compilation, only 32bit (it's almost like they want you to use a version you actually have to pay for

).
Unfortunately I actually need to build it so the dll's work with the Windows x64 Java install, so 64bit it has to be. I've setup mMnGW-64 and tomorrow I'll see if that want to play nicely.
I'm guessing I should just need to customise the ant script to use the minGW compiler & linker with the appropriate options?
Again, advice on this is welcome!