diff -urN a/Modules/_winapi.c b/Modules/_winapi.c
--- a/Modules/_winapi.c	2014-10-11 14:20:25.474190900 +0100
+++ b/Modules/_winapi.c	2014-10-11 14:20:27.224291000 +0100
@@ -39,7 +39,9 @@
 
 #define WINDOWS_LEAN_AND_MEAN
 #include "windows.h"
+#if defined(Py_DEBUG)
 #include <crtdbg.h>
+#endif
 
 #if defined(MS_WIN32) && !defined(MS_WIN64)
 #define HANDLE_TO_PYNUM(handle) \
diff -urN a/PC/msvcrtmodule.c b/PC/msvcrtmodule.c
--- a/PC/msvcrtmodule.c	2014-10-11 14:20:25.201175300 +0100
+++ b/PC/msvcrtmodule.c	2014-10-11 14:20:27.225291100 +0100
@@ -21,7 +21,9 @@
 #include <io.h>
 #include <conio.h>
 #include <sys/locking.h>
+#ifdef _DEBUG
 #include <crtdbg.h>
+#endif
 #include <windows.h>
 
 #ifdef _MSC_VER
diff -urN a/setup.py b/setup.py
--- a/setup.py	2014-10-11 14:20:24.603141100 +0100
+++ b/setup.py	2014-10-11 14:20:27.226291100 +0100
@@ -887,6 +887,24 @@
         min_db_ver = (3, 3)
         db_setup_debug = False   # verbose debug prints from this script?
 
+        # Modules with some Windows dependencies:
+        if host_platform.startswith(('mingw', 'win')):
+            srcdir = sysconfig.get_config_var('srcdir')
+            pc_srcdir = os.path.abspath(os.path.join(srcdir, 'PC'))
+
+            exts.append( Extension('msvcrt', [os.path.join(pc_srcdir, p)
+                for p in ['msvcrtmodule.c']]) )
+
+            exts.append( Extension('_winapi', ['_winapi.c']) )
+
+            exts.append( Extension('_msi', [os.path.join(pc_srcdir, p)
+                for p in ['_msi.c']],
+                libraries=['msi','cabinet','rpcrt4']) ) # To link with lib(msi|cabinet|rpcrt4).a
+
+            exts.append( Extension('winsound', [os.path.join(pc_srcdir, p)
+                for p in ['winsound.c']],
+                libraries=['winmm']) )
+
         def allow_db_ver(db_ver):
             """Returns a boolean if the given BerkeleyDB version is acceptable.