This called for a new MinGW installation on WindowsXP.
1. Compiling zlib failed. wget could not find the server and mingw32-libz wasn't much better.
So I figured that maybe the zlib maintainers may have rearranged their servers and I visited their web site.
SURPRISE! SURPRISE! They had revised version 8 up to version 11.
Changing 1.2.8 to 1.2.11 in wget as well as in the other steps solved the problem.
I amended the wiki.
2. So then I started to compile a new push of cirdan's New Map Features.
./configure said that it could not find icu 4.8 ... HUH? ...
The instructions for compiling libicu clearly said icu4c-4_6-src.zip and terkhen's patch pointed to libicu_4_6_mingw32.diff.
A visit to terkhen's libicu page showed both libicu_4_6_mingw32.diff and libicu_4_8_mingw32.diff and his "reduce size" patch was modified on the same date as his version 8 patch.
Changing 6 to 8 in wget as well as in the other steps solved the problem.
I amended the wiki.
I hope this helps some people having issues compiling MinGW.