./configure fails on MSYS

[Azrael Valedhel]

I was trying to build GMP library using MSYS and MinGW on Windows XP, but
unfortunately ./configure failed.
This is where the problem starts (I think), but I can paste the whole
./configure output here (or if that's not to be done, please point me in the
right direction):

creating config.m4
e:\MinGW\bin\sed.exe: -e expression #1, char 1: unknown command: `E'
configure: creating ./config.status
e:\MinGW\bin\sed.exe: -e expression #1, char 1: unknown command: `E'
config.status: creating demos/pexpr-config.h
gawk: ./conf3888-32638/subs.awk:24: S["gmp_srclinks"]=" mpn/add.c
mpn/add_1.c mpn/add_n.asm mpn/sub.c mpn/sub_1.c
mpn/sub_n.asm mpn/neg.c mpn/com.c mpn/mul_1.asm mpn/addmul_1.asm
mpn/submul_1.asm mpn/lsh"\
gawk: ./conf3888-32638/subs.awk:24:
^ backslash not last cha
racter on line
config.status: error: could not create demos/pexpr-config.h
e:\MinGW\bin\sed.exe: -e expression #1, char 1: unknown command: `E'

(./configure returns 1, no Makefile is created)
I suspect some confusion can come from incopatible \ and / characters on
Windows and *nix...
Did anybody come across that kind of errors and happen to solve them?

Thanks in advance, Az