DirectX SDK with MSYS and MinGW (for TGE/TSE)?

Can someone please point me towards an article or post explaining how to set up and/or install the DirectX 9 SDK for use with MSYS and MinGW in Windows 98?

To complicate matters, I do not want to install Cygwin or Dev-C++ and the articles I have found on the subject (such as this seem to require one or the other.

Thanks in advance.