[fpc-pascal] Compiler Building

[SteveG]

Please excuse this if in the wrong list (if so, pls advise correct list)
I have a full CVS of  latest FPC (1.9.6) running on WinXP and have been 
trying to rebuild the compiler as per 
http://www.stack.nl/~marcov/buildfaq.pdf,
Following the instructions for 'make cycle' (or any others) gives the error

Entering directory 'C:/fpc/rtl/win32'
__missing_command_MKDIRPROG -p ../../rtl/units/i386-win32
process_begin: CreateProcess((null), __missing_command_MKDIRPROG -p 
../../rtl/units/i386-win32, ...) failed.
make (e=2): The system cannot find the file specified.

Could somebody please advise on where I am going wrong?

Thanks