Added documentation, updated makefile, etc.

Added documentation, and files related to patching MinGW.
Added thread test and MinGW patch functionality to the Makefile.
Updated MINGWDIR variable in Makefile with the default MinGW
installation directory
Also renamed README.md to README.
Finally changed the makefile to be more command-prompt friendly (changed
/ to \ in paths and replaced rm with del and cp with copy).