Hello,
I downloaded the .tar.gz archive. I seems, that the folders bfd and opcodes located at scarts/trunk/toolchain/scarts-gdb/gdb-6.8/ are not accessible under windows (at least windows xp). Resulting in an error while building gdb for windows. My solution was to open the folders in an ubuntu virtual machine and transferred the content of the folders to windows. Ubuntu displayed the two folders with an arrow on them (?!). That was the only difference i noticed.
I unzipped the content of the .tar.gz with 7-zip in windows xp.