MinGW needs an extra symbol _WIN32_IE defined to a particular value before

MinGW needs an extra symbol _WIN32_IE defined to a particular value before
it'll let you see an identifier (SHGFP_TYPE_CURRENT) referenced since r7082.
(Actually, you need a pretty recent w32api before it's there at all.)

Morally, this should be defined for all toolchains, not just MinGW/Cygwin, but  I'll leave that to people who have those toolchains.
<http://msdn2.microsoft.com/en-us/library/aa383745.aspx>

Also add some other comments on our use of this API (since it's a horrible one
that I suspect will come back and haunt us...)

git-svn-id: svn://svn.tartarus.org/sgt/putty@7087 cda61777-01e9-0310-a592-d414129be87e