problem with EXTERN, I think.

rm -f libsqlite3.7.14.1.so
i586-mingw32msvc-gcc -shared -O2 -fomit-frame-pointer -DUNICODE -D_UNICODE -pipe -O2 -fomit\
-frame-pointer -Wall -fPIC  -Wl,--export-dynamic  -o libsqlite3.7.14.1.so tclsqlite3.o -lne\
tapi32 -lkernel32 -luser32 -ladvapi32 -lws2_32  -L/home/colin/Desktop/Hunter-KitCreator/Kit\
Creator/tcl/build/tclcvs_HEAD/win -ltclstub86
/usr/bin/i686-w64-mingw32-ld: warning: --export-dynamic is not supported for PE targets, di\
d you mean --export-all-symbols?
tclsqlite3.o:tclsqlite3.c:(.text+0x76571): undefined reference to `__imp__Sqlite3_Init'
tclsqlite3.o:tclsqlite3.c:(.text+0x765a1): undefined reference to `__imp__Sqlite3_Init'
tclsqlite3.o:tclsqlite3.c:(.text+0x765b1): undefined reference to `__imp__Sqlite3_Init'
/usr/bin/i686-w64-mingw32-ld: tclsqlite3.o: bad reloc address 0x0 in section `.data'
collect2: ld returned 1 exit status
make[3]: *** [libsqlite3.7.14.1.so] Error 1