[Spambayes] Creating a Eudora (Windows) plugin - how?

[Skip Montanaro]

I am thinking that creating a Spambayes plugin for Eudora would be a good
idea.  Alas, I have no Windows programming experience.  Under the assumption
that I'm not going to buy Visual Whatever to do this, what free tools are
available to create a DLL?  I have Cygwin installed on my Win2k machine here
at work, but I seem to recall something else is needed (mingw?)

Any clues appreciated.

Thanks,

Skip