> You'd probably be better off using GDC for Windows.  It uses MinGW and outputs the same COFF objects that Cygwin's GCC uses.

I found the current GDC buggy (see the open bug list) and the developing progress is quite slow, not many updates not even once in 2008.
So I try to stick with DMD. I hope they can switch to COFF someday.
Until then I try to convert the object files. It works fine until I use classes.