BTW - im installing this under WinUAE, although i wouldnt think would have any sort of impact!
If you have configured WinUAE to use the fast Windows file system (not a hardfile), you will have no support for links and the gcc installation fails. For GoldED's C/C++ mode, I've worked around that problem by duplicating files instead of using links (just watch out for tar error messages regarding links to find out what is supposed to go where).
