If you are using a version of Python prior to 2.4.1 with a MinGW prior to 3.0.0 (with binutils-2.13.90-20030111-1), you will need to create a MinGW-compatible version of the Python library; the one shipped with Python will only work with a Microsoft-compatible linker. Follow the instructions in the “Non-Microsoft” section of the “Building Extensions: Tips And Tricks” chapter in Installing Python Modules to create libpythonXX.a, where XX corresponds to the major and minor version numbers of your Python installation.