After a lot of searching, reading, trying, ... . I finally managed to get the
snmpdemoapp compiled using Code::Blocks (with MinGW) on Windows XP.

Here are the steps I followed. I hope they can be usefull for other peeps.
And maybe I can even get some suggestions back on how to improve this set-up
(since I'm a noob in compiling C code)

- I'm running WinXP SP2
- will use NET-SNMP v 5.7.1

STEP1: download and install mingw (mingw-get-inst-20111118.exe) and select to
install MSYS with it. I installed to c:\MinGW.

STEP2: donwload and extract net-snmp-sources. E.g. to c:\sources

STEP3: run MSYS. It's over here:   c:\MinGW\msys\1.0\msys.bat

STEP4: mount the directory with the net-snmp sources ( mine is c:\sources )
like so:  mount c:/sources /sources   NOTICE THE SLASH is a / here !!

STEP5: now cd /sources and follow the README.Win32 instructions:
    BASEDIR=c:/usr
    ./configure --prefix="$BASEDIR" --with-mibdir="$BASEDIR/share/snmp/mib"
--with-mib-modules="agentx disman/event-mib winExtDLL examples/example"
--disable-embedded-perl --without-perl-modules
    MAKE
    MAKE INSTALL
    ( ... takes a while to compile ... )
When it's done you can exit msys.

STEP6: install Code::Blocks (if it isn't installed yet) and start a new
project. E.g. c:\DEMO\DEMO.cbp

STEP7: change Code::Blocks settings>compiler and debugger (in the menu)
    7.1 tab toolchain executables
        - c compiler:                   gcc.exe
        - linker for dynamic libraries: gcc.exe
        - linker for static libraries:  ar.exe
        - debugger:                     gdb.exe
    7.2 tab linker settings
        Add all *.a files from C:\MinGW\lib\ to the path

STEP8: I like to copy all header files and static libraries to the project
folder. So copy c:\usr\include\net-snmp to c:\DEMO\net-snmp and c:\usr\lib
to c:\DEMO\lib

STEP9: Add the net-snmp headers and libraries to the project. In the menu
select: Project>Build options. 
    9.1 Go to Linker settings and add all static libraries from c:\demo\lib
    9.2 Go to search directories and add the directory c:\demo to the search
directories for compiler *and* linker

STEP10: Add snmpdemoapp.c to the Code::Blocks project and compile.

NOTE1: if not yet available you may need to download msvcr70.dllm to your
C:\WINDOWS
 


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