BleepingComputer.com: Using the MinGW compiler on Ubuntu...

I am now working with GTK+ and C++ in Ubuntu and that all works fine, I heard you could compile Windows executables in Linux (Ubuntu) with MinGW, well I downloaded MinGW for Linux and it is all installed right but when I go to compile:

oliver@FlowWD:~/Documents/C++/GTKTest$ i586-mingw32msvc-g++ main.cpp -o GTKTest.exe `pkg-config --libs --cflags gtk+-2.0`
/usr/lib/gcc/i586-mingw32msvc/4.2.1-sjlj/../../../../i586-mingw32msvc/bin/ld: cannot find -lgtk-x11-2.0
collect2: ld returned 1 exit status

I can't seem to find anything on the web about it, you may want to relocate my post to the programming section but I think this is the best place due to the issue being with a Linux program.

Thanks for any help you can offer, Wolfy87.