Cross Compiler-Building Windows application under linux

I used to use JavaCompiler0.8 compile windows and Linux applications under windows xp, but some feature I want it does not support(for example, Regex, UTF-16E, MacRoman encoding), and the last version called NativeJ is never free(one developer license need USD35, still does not support UTF-16 encoding).
So I decide to compile one by myself, but I have very little knowledge about GCC and Linux, how can I do?
Google helped me, I found this article:Building GCJ for Windows, it is very detailed. base on this article, I got the Linux version and windows version under Ubuntu, both can build windows application(no matter under windows or under Linux), but I found it omits some resources, when I try the String.replaceAll method of java, it failed, this problem easily to solve, another one is not so easy for me, it not include libiconv, so it does not support most Unicode converting(UTF-16, UTF-16BE, UTF-16LE and so on), I ask the author of the article, he let me ask gcj mail listing.
Last night, I found thisiscool has released the GCJ4.2, and said it also support cross compiler, I have test windows version(just download the compiled version from the website), it work, support Regex and UTF-16BE, great, I can do something base on it. and will try to compile it under Ubuntu next Monday.
compile the gcj 4.2 source code get from thisiscool under Ubuntu.
try to compile a version that supports compile Mac OS X application under Ubuntu, because I have no Mac.

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