I installed MinGW and Gambit 4.6.0 (prebuilt) and when I run ./jam to build JazzScheme, I get the following: 
sh-3.1$ ./jam 
JazzScheme needs Gambit-Jazz version 406000 stamp 20101102194246 or higher to build 
See INSTALL for details on installing the latest version of Gambit 
sh-3.1$ 


Not sure where to go from here. 


Steve