changing the crippled ld in mingw and cygwin environments so I can work with formats besides "win32"

Can someone help me through the steps required to set up a linker in
mingw or cygwin that can actually work with a file format that isn't a
win 32 pe?

If I try and output anything but win32PE I get the error
ld: cannot perform PE operations on non PE output file

This happens regardless of the input format. How do I set up a version
of ld for mingw or cygwin that will output elf, pe, binary, and all the
other output formats that are available?

-----BEGIN PGP SIGNATURE-----
Version: GnuPG v1.4.9 (MingW32)
Comment: Using GnuPG with Mozilla - http://enigmail.mozdev.org

iEYEARECAAYFAkk3gZwACgkQlsOBXZ7DoXYmFACeOfvCnchuw59kbhFZdDpSVLGh
rPcAoInqKDhjLwktHEzrDtP8q5nkz7ZD
=1ZAW
-----END PGP SIGNATURE-----