Hello!
I would like to announce that I have succeeded in
making the 2 ML compilers MLKit and MLTon crosscompile
applications from Linux to Windows:
http://www.HardcoreProcessing.com/Freeware/MLTonWin32.html
http://www.HardcoreProcessing.com/Freeware/MLKitWin32.html
Thanks to Stephen T. Weeks for a lot of help during the
MLTon hacking.
I have also created ML bindings for Sam Lantiga’s SDL
library (Simple DirectMedia Layer), which will
(among other things) allow you to create realtime
sound and bitmapgraphics in ML.
http://www.HardcoreProcessing.com/Freeware/SDLML.html
As a disclaimer, none of this is complete (or intended
to be). It is just complete enough that I have been
able to create a small commercial game, which I will
also have on my homepage soon. Furthermore it took
8 compilers to create this game, so I’m not saying
that this will be easy to use 
I just hope that it might be useful to others…
And if there’s anything I forgot on the homepages
or anything, please tell me - it was written in a hurry.