Beginner SDL+MINGW: Where is sdl-config?

I am trying to install SDL under MinGW.
I have followed the instructions located
at the following website:

http://www.libsdl.org/extras/win32/mingw32/README.txt

Here are the six steps mentioned in the above “README.txt” file:

      Step 1. Download the msys package, version 1.0.8 or newer, and 

install it.
Step 2. Download the latest stable version of the MinGW
package.
Step 3. Run the msys shell. Further instructions assume
you’re in this shell.
Step 3. Unpack the MinGW package in the /mingw directory.
Step 4. Move /mingw/bin/make.exe to
/mingw/bin/mingw32-make.exe as directed.
Step 5. Extract the SDL source into a directory and run:
./configure && make && make install
Step 6. When you’re ready to build SDL applications, copy
SDL.dll from
/usr/local/lib to whereever your SDL application
source resides.

Here is the results of my attempt
to install SDL on top of MinGW:

(Steps 1,2,3): I downloaded the following files from www.mingw.org

    MinGW-3.1.0-1.exe   -> Installed to c:/msys
    MSYS-1.0.9.exe      -> Installed to c:/mingw

(Step 4) I moved c:/mingw/bin/make.exe -> c:/mingw/bin/mingw32-make.exe

(Step 5) I downloaded SDL-devel-1.2.7-mingw32.tar and unpacked it to
d:/sdl-lib/mingw
When I tried to run ./configure there was no such file. However
there was a “configure” file in the test subdirectory so
I ran that. Here is the output of configure:

    checking build system type... i686-pc-mingw32
    checking host system type... i686-pc-mingw32
    checking target system type... i686-pc-mingw32
    checking for a BSD-compatible install... /bin/install -c
    checking whether build environment is sane... yes
    checking for gawk... gawk
    checking whether make sets $(MAKE)... yes
    checking for gcc... gcc
    checking for C compiler default output file name... a.exe
    checking whether the C compiler works... yes
    checking whether we are cross compiling... no
    checking for suffix of executables... .exe
    checking for suffix of object files... o
    checking whether we are using the GNU C compiler... yes
    checking whether gcc accepts -g... yes
    checking for gcc option to accept ANSI C... none needed
    checking for style of include used by make... GNU
    checking dependency style of gcc... none
    checking for an ANSI C-conforming const... yes
    checking for sdl-config... no
    checking for SDL - version >= 1.2.7... no
    *** The sdl-config script installed by SDL could not be found
    *** If SDL was installed in PREFIX, make sure PREFIX/bin is in
    *** your path, or set the SDL_CONFIG environment variable to the
    *** full path to sdl-config.
    configure: error: *** SDL version 1.2.7 not found!

Where is this file “sdl-config”? I found a file called
"i386-mingw32msvc-sdl-config" in my directory
"d:/sdl-lib/mingw/SDL-1.2.7/bin/" so I copied this file to
sdl-config in the same directory, added this directory to my
PATH variable (via the Start->Settings->Control
Panel->System->Advanced-> Environment Variables)
but when I ran configure, I got the
following error:

 checking build system type... i686-pc-mingw32
 checking host system type... i686-pc-mingw32
 checking target system type... i686-pc-mingw32
 checking for a BSD-compatible install... /bin/install -c
 checking whether build environment is sane... yes
 checking for gawk... gawk
 checking whether make sets $(MAKE)... yes
 checking for gcc... gcc
 checking for C compiler default output file name... a.exe
 checking whether the C compiler works... yes
 checking whether we are cross compiling... no
 checking for suffix of executables... .exe
 checking for suffix of object files... o
 checking whether we are using the GNU C compiler... yes
 checking whether gcc accepts -g... yes
 checking for gcc option to accept ANSI C... none needed
 checking for style of include used by make... GNU
 checking dependency style of gcc... none
 checking for an ANSI C-conforming const... yes
  checking for sdl-config... 

/d/sdl-lib/mingw/SDL-1.2.7/bin/sdl-config
checking for SDL - version >= 1.2.7… no
*** Could not run SDL test program, checking why…
*** The test program failed to compile or link. See the file
config.log for the
*** exact error that occured. This usually means SDL was
incorrectly installed
*** or that you have moved SDL since it was installed. In the
latter case, you
*** may want to edit the sdl-config script:
/d/sdl-lib/mingw/SDL-1.2.7/bin/sdl-c
onfig
configure: error: *** SDL version 1.2.7 not found!

Where is the file sdl-config and why can’t I find it???

Help would be much appreciated :-)----------------------------------------------
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