Don't pass "-lpthread -ldl" on Cygwin.  See
http://thread.gmane.org/gmane.comp.programming.garbage-collection.boehmgc/3219
for details.

--- gc-7.1/configure	2008-05-04 02:52:50.000000000 +0200
+++ gc-7.1/configure	2009-09-18 16:23:30.000000000 +0200
@@ -4859,7 +4859,7 @@
 	cat >>confdefs.h <<\_ACEOF
 #define THREAD_LOCAL_ALLOC 1
 _ACEOF
-
+	THREADDLLIBS=""
 	win32_threads=true
 	;;
      *-*-darwin*)
@@ -5934,6 +5934,7 @@
 # dyld calls anyway
 case "$host" in
   *-*-darwin*) ;;
+  *-*-cygwin*) ;;
   *)
     { echo "$as_me:$LINENO: checking for dlopen in -ldl" >&5
 echo $ECHO_N "checking for dlopen in -ldl... $ECHO_C" >&6; }