Building cross-compiler under Cygwin - am I being stupid?

[me]

So I decided I needed a sparc-elf compiler to run under Cygwin.  No 
problem I thought, just download gcc and binutils, then run configure & 
make.  10 minute job!  I've done this a few times before on native Unix 
systems, though never Cygwin.

Well it wasn't that easy:

$ mkdir gcc-4.1.1-sparc-elf
$ cd gcc-4.1.1-sparc-elf
$ ../gcc-4.1.1/configure --target=sparc-elf
   (seems to run fine)
$ make
make[1]: Entering directory `/c/gcc/gcc-4.1.1-sparc-elf'
make[1]: Nothing to be done for `all-host'.
make[1]: Nothing to be done for `all-target'.
make[1]: Leaving directory `/c/gcc/gcc-4.1.1-sparc-elf'
$

I've also tried building binutils, and make fails in the same way.  I'm 
using GNU Make 3.81.

What am I doing wrong?  I'm sure there must be a simple solution, but 
it's got me baffled.

Thanks.