cegcc is a cross compiler for Windows CE.
I have forked cegcc to apply a few important updates for the XCSoar project.
Version 2012-03-13 features:
Download binaries for Linux i386/amd64.
git clone git://git.xcsoar.org/xcsoar/max/cegcc-build.git cd cegcc-build git submodule init git submodule update cd build-arm-mingw32ce ./build-mingw32ce.sh --prefix=/where/to/install
There's a README file with further instructions.