Hi MathArtSPD... Its being a while since you posted this, but I'm trying to do the exact same thing...
I'm going through the herculean task of compile a *nix library to windows, and I'm stuck on the maya bit... I got all working with mingw and python just fine, but the maya bit doesnt link and I got the exact same situation you described.
The problem here is that, as its a huge *nix library, its almost impossible to get it running on MSVC, as theres loads of posix specific dependencys and I have a life outside this... 
So, as everything is up and running with mingw but the maya bit, I thought about use MSVC to compile the maya bit, but that would create another problem which is make MSVC cope with mingw compiled libraries... I don't know what is worse!!!! LOL
so, I would really appreciate any feedback on your experiences after this post... did you manage to link it properly? any more info you could share?
thanks man
-H