Fix compilation using mingw.org's MinGW

[Eli Zaretskii]

> Cc: gdb-patches@sourceware.org
> From: Pedro Alves <palves@redhat.com>
> Date: Tue, 30 Apr 2019 18:03:57 +0100
> 
> The issue is where is that default set?

On some internal header file (it differs between various flavors of
MinGW).  But no matter where it is set, it must be defined after _any_
standard header is included, so in practice I think it's defined at
the place where the patch tests for it.

In any case, the only platform which really needs this is mingw.org's
MinGW, where I actually tested this assumption.  The other two,
MinGW64 and Cygwin, don't support older platforms (they actually don't
support XP anymore, only Vista and onward), so their default values
are higher than 0x0501 anyway.