I suspect libdxguid.a provides those symbols. Could you try adding
-ldxguid to you LIBS or directly to the i686-pc-mingw32-g++ call above?
I found out there's a whole set of extra stuff needed. I had to add
all the below:
-lmikmod -lpthread -lsmpeg -lwsock32 -ldxguid -lvorbisfile -lvorbis -logg
The application links, but doesn't run in Windows (exits immediately
when double clicking). In Wine, it hangs indefinitely with:
err:ntdll:RtlpWaitForCriticalSection section 0x11ad510 "?" wait timed
out in thread 0009, blocked by 0000, retrying (60 sec)
messages.
But I guess this is an SDL problem, not mingw's fault.