Add documentation regarding -mno-cygwin option when building on windows
from pydata mailing list:

"""
The problem I'm hitting is in getting setup.py  to run either with build_ext --inplace or develop, so I can run  'nosetests pandas'
  cc1.exe: error: unrecognized command line option '-mno-cygwin'
  error: command 'gcc' failed with exit status 1
Which looks like a possible case of http://bugs.python.org/issue12641.

Some details:
I'm running python 2.7.2 on Windows 64. 

mingw installed per http://wiki.cython.org/InstallingOnWindows:
C:\Users\US\pandas>gcc --version
gcc (GCC) 4.6.2
Copyright (C) 2011 Free Software Foundation, Inc.
"""
