TODO: Reformat for MediaWiki formatting.
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stdio.h: no such file or directory(or another standard header)
This may be occur if you install GCC but not the w32api and mingw-runtime packages. The MinGW installer (e.g. MinGW-3.1.0-1.exe) includes all the basic packages you need: GCC, binutils, w32api, mingw-runtime and mingw32-make. See http://www.mingw.org/download.shtml.
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gcc: no input filesThis error may be caused by installing MinGW and MSYS in the same path. This is not permitted, so you will need to remove them and install again in separate directories. However, one may be a subdirectory of another, e.g. MSYS in c:\msys\1.0 and MinGW in c:\msys\1.0\mingw. This may not be an issue if you're using versions of MSYS later than 1.0.10.