problems installing HDirect com package

I m trying to install the hdirect com package (cd hdirect/comlib && make
install-pkg) but I got the following error:

$ make install-pkg
Reading package info from stdin... done.
Expanding embedded variables...done.
cannot find `libHScom.a' on library path
Unable to install 'com' package; try running ghc-pkg utility manually, i.e.,
"ghc-pkg -u < com.pkg"

$ ghc-pkg -u < com.pkg
Reading package info from stdin... done.
Expanding embedded variables...Unable to expand variable "hd_libdir"

Am I missing something? Is my PATH wrong?

(I'm using cygwin and Windows XP)

Thanks,
-- Andre