mingw needs #define _WIN32_IE _WIN32_IE_IE50 (or higher) in order for SHGFP_TYPE_CURRENT to be present. mingw might be in error here, but that's easy to be as these things aren't properly documented by Microsoft (for the pre Win2000 era at least). In my own working copy, I just added this definition to Makefile where WINVER was defined.
Looks like turfit fixed it in r7294.