Grab the zgcc from here:
http://www.killefiz.de/zaurus/showdetail.php?app=761
You will need to make a ext2 CF card to use this.
You will need a system to grab X11 headers from.
Basics, if you can't follow this, then you likely shouldn't be trying, sorry...
rip apart the ipk and put all the opt stuff on your CF card (I ripped it apart on my Mac, tar'd opt and then scp'd it onto my iLiad).
ln -s into /usr/bin and /usr/lib from the files on the CF card.
Move those X11 headers into your CF card.
Enjoy not having to sweat linking dynamic libs on a cross compiler system...