I downloaded the version of MinGW from the official website: http://sourceforge.net/projects/mingw/files/ and installed it on my Windows 7 machine.
Running g++
g++
If I understand well, std threading is still not supported on mingw, but some mingw-w64 builds support it. Fortunately, you can still build 32-bit apps using this version of mingw.
Here is the link for the builds.