Can't compile any packages for Mplayer with gcc 4.5. Please, HELP!!!

I'm trying to compile any packages for Mplayer but starting with first  
having problems during configure process with libiconv-1.13.1. Please, can  
anyone explain what does it mean:
## ----------- ##
## Core tests. ##
## ----------- ##

configure:2457: checking for a BSD-compatible install
configure:2525: result: /bin/install -c
configure:2536: checking whether build environment is sane
configure:2596: result: yes
configure:2737: checking for a thread-safe mkdir -p
configure:2776: result: /bin/mkdir -p
configure:2789: checking for gawk
configure:2805: found /bin/gawk
configure:2816: result: gawk
configure:2827: checking whether make sets $(MAKE)
configure:2853: result: no
configure:2933: checking whether make sets $(MAKE)
configure:2959: result: no
configure:3014: checking for gcc
configure:3030: found /mingw/bin/gcc
configure:3041: result: gcc
configure:3273: checking for C compiler version
configure:3281: gcc --version >&5
gcc.exe (GCC) 4.5.0
Copyright (C) 2010 Free Software Foundation, Inc.
This is free software; see the source for copying conditions.  There is NO
warranty; not even for MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.

configure:3285: $? = 0
configure:3292: gcc -v >&5
Using built-in specs.
COLLECT_GCC=c:\mingw\bin\gcc.exe
COLLECT_LTO_WRAPPER=c:/mingw/bin/../libexec/gcc/mingw32/4.5.0/lto-wrapper.exe
Target: mingw32
Configured with: ../gcc-4.5.0/configure  
--enable-languages=c,c++,ada,fortran,objc,obj-c++  
--disable-sjlj-exceptions --with-dwarf2 --enable-shared --enable-libgomp  
--disable-win32-registry --enable-libstdcxx-debug  
--enable-version-specific-runtime-libs --disable-werror --build=mingw32  
--prefix=/mingw
Thread model: win32
gcc version 4.5.0 (GCC)
configure:3296: $? = 0
configure:3303: gcc -V >&5
gcc.exe: '-V' option must have argument
configure:3307: $? = 1
configure:3330: checking for C compiler default output file name
configure:3352: gcc   -I/home/Eugene/include  -L/home/Eugene/lib  
conftest.c  >&5
c:/mingw/bin/../lib/gcc/mingw32/4.5.0/../../../../mingw32/bin/ld.exe:  
cannot find -luser32
c:/mingw/bin/../lib/gcc/mingw32/4.5.0/../../../../mingw32/bin/ld.exe:  
cannot find -lkernel32
c:/mingw/bin/../lib/gcc/mingw32/4.5.0/../../../../mingw32/bin/ld.exe:  
cannot find -ladvapi32
c:/mingw/bin/../lib/gcc/mingw32/4.5.0/../../../../mingw32/bin/ld.exe:  
cannot find -lshell32
collect2: ld returned 1 exit status
configure:3356: $? = 1
configure:3394: result:
configure: failed program was:

Why Ld.exe is looking for user32, kernel32, advapi32 and shell32 ??? And  
what is really is?

P.S. Windows XP x64 SP2, Gcc 4.5.0, MSYS 1.0.15.