I. Preparing compile utilities

• create a root directory for compile utilities; generally, this is called mingw
• extract official MAME Development Tools mingw-mame-20070810.exe into your mingw directory
• extract dx80_mgw.zip into your mingw directory
• extract G++ module gcc-g++-4.2.1-sjlj-2.tar.gz into your mingw directory, and rename g++-sjlj.exe to g++.exe
• extract MAME Plus! extra compile utils extra_utils-20070912 into your mingw directory

II. Preparing official MAME source

• create a root directory for mame source code; generally, this is called mamesrc
• extract official MAME source to mamesrc
• extract official MAME source diff to mamesrc, when intermediate updates are available

• apply official patch:
  
  D:\mamesrc>patch -p0 -E<0118u1.diff
  D:\mamesrc>patch -p0 -E<0118u2.diff
  ......
• extract MAME Plus! source diff (EXACTLY THE SAME VERSION INCLUDING INTERMEDIATE UPDATES AS OFFICIAL MAME) on top of mamesrc

III. Compile

• Open env.bat, modify PATH to your mingw directory:
  set PATH=D:\MinGW\bin;%PATH%
• Run env.bat, then type "mingw32-make" to compile. warnings are expected
  D:\mamesrc>env
  D:\mamesrc>mingw32-make