[AD] New readme.mgw fix

[Robin Burrows <rburrows@xxxxxxxxxx>]

I sent this to Henrik but haven't received a reply.
The fault is with the make install line of the new version I posted a
few days ago, I think we should change the part that says:

        make MINGDIR=c:\mingw32
        make install

to:

        set MINGDIR=c:\mingw32
        make
        make install

As in the version I sent make install doesn't work as MINGDIR is
undefined. Please let me know when you change this.

Regards,
Robin Burrows