Gdb doesn't respond to a commands

I have a problem is that I am develop an application for Windows(under
GNU/Linux, of course), and I can't find a way to debug it. I have tried
different things, and finally come to a conclusion that most comfortable
way would be is to use gdb.exe from Windows version of MinGW..
The problem is that when I am launched the gdb.exe under wine, and try to
enter something, it doesn't respond to any of a commands that I am
entering, with exception of "Ctrl-z" and "Ctrl-c" keys. Have someone an
idea what to do?
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