Just a quick update. I was able to build POCO using MSYS and MinGW.
Before running make (MSYS make) I edited \build\config\MinGW and replaced:
SYSLIBS = -L/usr/local/lib -L/usr/lib -liphlpapi -lws2_32 -lssl -lcrypto -lws2_32 -lgdi32
SYSLIBS = -L/usr/local/lib -L/usr/lib -liphlpapi -lws2_32 -lws2_32 -lgdi32
(Removed -lssl and -lcrypto as pointed in http://pocoproject.org/forum/viewtopic.php?f=12&t=683&p=2392&hilit=syslibs#p2392
Now I'm playing with POCO and MinGW under Eclipse CDT and I'm happy with it!