I am building on cygwin with a -mno-cygwin

To build libz, go to lib/zlib-1.2.3, run:
  ./configure
Then edit the Makefile's CFLAGS line to say:
  CFLAGS=-O3 -DUSE_MMAP -mno-cygwin
Then run:
  make

The minigzip make will fail, but libz.a is all we need.

To build libjpeg, go to lib/jpeglib, run:
  ./configure --build=i686-pc-mingw32
Then edit the Makefile's CC line to say:
  CC = gcc -mno-cygwin -std=gnu99
Then run:
  make
Ignore any error building exes.  Run:
  sh ar.sh

Then go back to the explode directory, and run:
  sh compile.sh
    