(..) you will need gdb-6.3-2.exe, rather than the version you posted (..)
I'm not sure about that.
Those packages are the ones i've installed in my Windows XP computer, and I can debug without problems (certainly, i only do simple debug, watching content for variables and so).
D:\>gdb --version
GNU gdb 5.2.1
Copyright 2002 Free Software Foundation, Inc.
GDB is free software, covered by the GNU Gener
welcome to change it and/or distribute copies
Type "show copying" to see the conditions.
There is absolutely no warranty for GDB. Type
This GDB was configured as "i686-pc-mingw32".