Why do I get an error saying I am missing sys/uio.h when I have MinGW installed?

Q: I’m trying to install a package that requires gnu (c and c++) compilers on a machine running windows XP. The MinGW compilers are installed. When building the application it complains that it can’t find sys/uio.h.

Is the best solution to install cygwin instead of MinGW? is there some other solution?