I'm sorry guys, I've given up, and bought a PSP instead(as well). The Devkit was easy to set up, even on OSX, and I'm part way through building a Pang clone for it.
Thanks for your help.
I need some help.
I've tried both the Windows version and the Linux version from dl.openhandhelds.org. I've followed the installation instructions included in the archive. The code I'm trying to build is the example included in the archive. It builds for Windows with the mingw gcc included...