Need to use ocamlfind ocamlc because ocamlfind knows which ocamlc to use when cross-compiling.
Also the os_type check for ocamlbuild args needs to be against the host OS, not the target OS.

Finally setup.data gets the shared lib extension wrong (could be the cross-compiler's fault),
so for now I run this:
sed -i -e 's/.so/.dll/' setup.data

--- setup.ml	2012-06-09 14:18:57.715482995 +0300
+++ setup.ml.ba1	2012-06-09 14:18:12.651931406 +0300
@@ -2871,8 +2871,8 @@

   module SMap = Map.Make(String)

-  let ocamlc =
-    BaseCheck.prog_opt "ocamlc"
+  let ocamlc () =
+    BaseCheck.ocamlfind () ^ " ocamlc"

   let ocamlc_config_map =
     (* Map name to value for ocamlc -config output
@@ -5107,7 +5107,7 @@
   let fix_args args extra_argv =
     List.flatten
       [
-        if (os_type ()) = "Win32" then
+        if Sys.os_type = "Win32" then
           [
             "-classic-display";
             "-no-log";