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++
There is already a native win32 implementation of std::thread and sync primitives: https://github.com/meganz/mingw-std-threads It is a header-only library and should work with any C++11 compliant version of MinGW.