You will need Fedora 10 or Rawhide,
i386 or x86_64,
with root access.

(1) Create a file /etc/yum.repos.d/mingw.repo containing this:

[mingw]
name=Fedora Windows cross-compiler, libraries and tools
baseurl=http://homes.merjis.com/~rich/mingw/fedora-10/x86_64/
enabled=1
gpgcheck=0

You may need to adjust the URL by looking here:
http://homes.merjis.com/~rich/mingw/

(2) As root do:

yum install \
  mingw32-gcc mingw32-gtk2 mingw32-crossreport mingw32-nsiswrapper wine

(3) Configure Wine:

http://fedoraproject.org/wiki/MinGW/Configure_wine