I've opened a bug on this issue - namely that mingw doesn't seem supported by Xalan (presently Xalan 1.10) out of the box or even after a little bit of wrestling.
http://issues.apache.org/jira/browse/XALANC-620
A commentor noted that, since it builds fine under cygwin, there shouldn't be any problems under mingw. I'm not having such luck, so if someone else has had such luck, I'd welcome any tips.
I also supplemented my initial bug report with more information this morning. It provides more information about the problems I have experienced and what I have attempted to resolve (well, really, just get past) them.
Thanks,
--Spencer