Fix libtool warnings when compiling for Windows

This fixes warnings by passing -no-undefined to libtool (not the linker) for any libraries that are built.
Edit: For reference - http://cygwin.com/ml/cygwin/2013-07/msg00421.html

On a side note, I noticed that MY_CFLAGS is passed to the LDFLAGS field in the Makefiles - should this be the case?