MinGW - Minimalist GNU for Windows

I untarred the GDB at c:\mingw and when I run it it sez:

jlaughlin@JLAUGHLIN ~/
$ gdb.exe
sh: /mingw/bin/gdb.exe: Bad file number

I'm using MSYS, bash 3.1.0(1), anything else helpful?

The 5.2.1 release sort of works, although readline seems screwed up, no
command line history or tab completion.