I don't understand why strawberryperl doesn't included MSYSI've suggested to
adamk that Strawberry *should* include MSYS. I think his reason for rejecting that suggestion was simply to keep the size and complexity of Strawberry down - and I respect his right to do that.
After all, it's not all that hard to install MSYS separately, and then use Strawberry's MinGW compiler inside that shell. (I can probably provide some help with that, if needed.)
Once you've got MSYS and MinGW set up, building gsl-1.11 is straightforward. Just run './configure --disable-shared --enable-static' (assuming you want a static build), followed by 'make check' and 'make install'. IIRC, the 'monte' tests in 'make check' fail - but all other tests pass. There may now be a more recent version of GSL but, if so, I haven't tried it yet.
Cheers,
Rob