SDL on Windows 7

I’m attempting to compile SDL on Windows 7 using GNU gcc, GNU make and MSYS. I follow the instructions, and all is well - until I get to the DirectX SDK. I’ve downloaded the DirectX files from libsdl.org into the include directory. But the header DXGI.h uses the declaration __RPC__deref_out, which doesn’t seem to be defined in any of the other headers or source files. How can I compile SDL on Windows 7?

Alternatively, can I compile SDL without DirectX?

You tell the configure script not to use directx using --enable-directx=no parameter … I believe

Code:
./configure --enable-directx=no

–enable-directx=no helps, but I still get errors. SDL_windowsvideo.c still includes DXGI.h, which wants __RPC__deref_out, which isn’t defined anywhere in my source code.

Part of my problem seems to be that I used the current DirectX headers rather than those on the SDL web site, which are several years out of date. But __RPC__deref_out still confounds me.