Well, here's just another precompiled version of GCC for Windows, so now you can try both the 4.0.x and 4.1.x branches.
4.0.3 is more recent than 4.1.0, it's supposed to have an optimised C++ parser while 4.1.0 an optimised C parser, but I think it's still as slow as usual.
Right now I'm compiling wxWidgets 2.6.3 (patch 2) to see if it's at least more usable than 4.1.0. The link will be added to my signature shortly.
The installation process is still the same: just overwrite.
Well, that said, I'll start uploading and then change my signature...
Enjoy.
[edit]
OK, it's done.
BTW, wxWidgets compiled without problems.
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