First, thanks for the answers!
Eli, I've downloaded the file and extracted to the mingw folder (it is C:\Program Files\Dev-Cpp\MinGW32 here). It says it already has a file with that name. I replaced it, but with no effect...
Renato, I've tried running that on the windows command prompt, on the folder where mingw-get is (C:\Program Files\Dev-Cpp\MinGW32\bin). But it gives me an error:
mingw-get: cannot acquire lock for exclusive execution
mingw-get: C:\Program Files\Dev-Cpp\MinGW32\var/lib/mingw-get/lock: No such file
Seeing the "/" (UNIX folder separation), I suppose I should get Cygwin to do this?