How to build gdb for cygwin on linux

[Christophe Trophime]

I am desperately trying to build a cross gdb for cygwin
on my linux box (RedHat 9). I have manage to build a cross gcc
but I cannot make gdb to build. The configure script keeps telling me
that "cygwin" is not supported!  

[]$ ~/gdb-20030303-1/configure  --target=i686-pc-cygwin --prefix=$prefix
creating cache ./config.cache 
checking host system type... i686-pc-linux-gnu 
checking target system type... i686-pc-cygwin 
checking build system type... i686-pc-linux-gnu
*** This configuration is not supported in the following subdirectories:
     gdb libgui
    (Any other directories should still work fine.)

I grab gdb sources from cygwin.

Can anybody help me?