Can't get past make on SA-Exim 4.0

Ok, I am taking a crash course in "linux" here (if you consider Cygwin
linux) and having a really hard time of it.  Could not even get through make
on the exim that came WITH cygwin til I just shotgun-downloaded a bunch of
libraries and got lucky.  I thought I'd try this list before completely
giving up on this.  I am running the latest Cygwin on a w2k server (with
netsec OFF that was a pain to have on).

SpamAssassin is installed and working.  I can install exim 4.32-1 fine, and
the localscan_dlopen_exim_4.20_or_better.patch seems to run fine, but when I
go to start building sa-exim it spams a bunch of undefined reference to:
errors and then gives an error: ld returned.  Specifically I get the below
output:

Building sa-exim-4.0.so
gcc -I/usr/src/exim-4.32-1/src -I./eximinc -DDLOPEN_LOCAL_SCAN -DSPAMASSASSI
N_CONF=\"/etc/sa-exim.conf\" -DSPAMC_LOCATION=\"/bin/spamc\" -O2 -Wall -shar
ed -o sa-exim-4.0.so sa-exim.c
sa-exim.c:492:2: warning: #warning you should not worry about the "might be
clobbered by longjmp", see source
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x1bd):sa-exi
m.c: undefined reference to `_log_write'
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x239):sa-exi
m.c: undefined reference to `_string_copyn'
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x274):sa-exi
m.c: undefined reference to `_log_write'
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x67b):sa-exi
m.c: undefined reference to `_expand_string'
...(pages and pages of the above)
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x7b08):sa-ex
im.c: undefined reference to `_sender_address'
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x7b11):sa-ex
im.c: undefined reference to `_string_sprintf'
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x7b2f):sa-ex
im.c: undefined reference to `_string_sprintf'
/cygdrive/c/DOCUME~1/LHENDR~1/LOCALS~1/Temp/1/ccPMLXIz.o(.text+0x7b5b):sa-ex
im.c: undefined reference to `_log_write'
collect2: ld returned 1 exit status
make: *** [sa-exim-4.0.so] Error 1

I'm not sure where it's getting that temp directory from or if it is related
to the problem.  Previously I had troubles because I had not installed all
the correct libraries, but when I searched for all the includes in sa-exim.c
they all seemed to be present so I'm pretty lost as to what might be causing
the undefined refeference errors or even if they're related to the final
failure.

I tried running make -k to see if it was just the sa-exim.so and the
access.so fails similarly (with only 1 of the above errors).  I have not
found anything about this on google groups or in the mail list archives so
I'm either missing something obvious or its some goofy problem unique to my
setup.  I tried installing exiscan before this one and could not get past
the patch (kept getting hunk failures).

Thanks for any help or advice,
I might look into sendmail instead, or just use the solution where SA is
installed as a transport agent for exim if this doesnt work.

Lucas