The precompiled files were generated this way:

# goto the GMP directory

./configure --disable-static --enable-shared --enable-alloca=malloc-reentrant
make
make install

cd /usr/local/lib

# generate the dll:
lib /machine:IX86 /def:c:/gmp/gmp-4.1.3/.libs/libgmp-3.dll-def

# move libgmp-3.dll on the PATH
mv libgmp-3.dll c:/windows/system32

mv libgmp-3.lib gmp.lib

# generate a fake file to make configure for mpfr work
touch libgmp.a



# goto the mpfr directory

 ./configure --with-gmp-include=c:/gmp/gmp-4.1.3 --with-gmp-lib=/usr/local/lib  --enable-alloca=malloc-reentrant
make install
make

cd /usr/local/lib
mv libmpfr.a mpfr.lib