MSYS comes with perl 5.6.1

Aaah, yes - MSYS perl is still stuck at 5.6.1.

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One often finds that a native Win32 perl (eg ActivePerl or Strawberry Perl) works quite well in the MSYS shell. If perl gets presented with the unix-style MSYS paths (eg /usr/local) then the MSYS perl is needed. Otherwise a native Win32 perl seems to be fine.

I've even found that, to build openssl-0.9.8g in the MSYS shell (which requires that a perl installation be available), the MSYS perl is no good and one *has* to use a native Win32 perl instead.
</waffle>

Cheers,
Rob