Small. Fast. Reliable.
Choose any three.
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  5. Create a sibling build directory (e.g., c:\mysqlite\build)
     
  6. Start the msys.bat (in c:\msys), which opens msys shell window, and cd 
!    to sqlite build directory. Invoke (msys's) ../configure. This generates
!    a Makefile in the build directory.
  
  7. Invoke mingw32-make to compile the resulting Makefile. (make isn't used anymore - see http://www.mingw.org/mingwfaq.shtml#faq-mingw32-make.exe)
  
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  5. Create a sibling build directory (e.g., c:\mysqlite\build)
     
  6. Start the msys.bat (in c:\msys), which opens msys shell window, and cd 
!    to sqlite build directory. Invoke (msys's) ../sqlite/configure. This 
!    generates a Makefile in the build directory.
  
  7. Invoke mingw32-make to compile the resulting Makefile. (make isn't used anymore - see http://www.mingw.org/mingwfaq.shtml#faq-mingw32-make.exe)