I been looking into Cygwin/Mingw/lcc and I liked to be able to compile perl native C extensions on my windows(preferably under cygwin) and then run them on Solaris and HP un
No, this isn't possible at the binary level. There are so many differences at binary level between the various OSes and CPUs.
But what you can do is make the your C extensions source compatible so that it can compile to different platforms. C was designed as a "portable assembly language". As long as you stick with routines that are cross-platform, then they will usually work the same. You'll still need to test because there could be bugs that exists on particular platform.