Invoking the "mingw-get source ..." command for a package name which has no matching entry in the repository catalogue does nothing (silent failure). It should emit a diagnostic, indicating that the named package is unknown.
Defect observed with:
$ uname -a
MINGW32_NT-6.0 ... 1.0.17(0.48/3/2) 2011-04-24 23:39 i686 Msys
$ mingw-get --version
mingw-get version 0.5-beta-20120426-1
Copyright (C) 2009, 2010, 2011, 2012, MinGW Project
$ mingw-get source nonesuch