I am building R-2.13 r54645 from source as described here:
http://cran.r-project.org/doc/manuals/R-admin.html#Building-from-source

The "make all recommended" command ends as follows on both 32 and 64-bit
Windows (Windows Server 2003 R2 Enterprise Edition Service Pack 2 and
Windows Server 2008 R2 Enterprise):

gcc -std=gnu99 -I../../include -DHAVE_CONFIG_H  -O3 -Wall -pedantic   -c
zutil.c -o z
o
make[4]: *** No rule to make target `Rzlib.def', needed by `Rzlib.dll'.
 Stop.
make[3]: *** [rlibs] Error 1
make[2]: *** [../../bin/i386/R.dll] Error 2
make[1]: *** [rbuild] Error 2
make: *** [all] Error 2

Thanks
Dan

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