I do not know, but if I recall correctly there was an issue with 0.8 where the - then current - MinGW installer would grab packages incompatible with the Rust 0.8 binaries so you first had to setup the current version of MinGW, and then use MinGW's own package manager to rollback to a version compatible with the Rust build.
Would you mind filing a bug about this? (with as much configuration details as possible). Thanks!