It matters a lot. It sounds like your compiler is setup incorrectly, any compiler is going to at least provide the libc and libstdc++ libs, if they don't that is a sign your compiler setup might be wrong.
Maybe I installed VC++ 2010 and changed my compiler setup. Please tell me how to change it.
EDIT: Finally, I solved the 'scons.py not found' problem by restarting. (Usually I don't shutdown, I just hibernate)
EDIT: Finally, I solved the DLL problem by reinstalling MinGW compilers. But I would like to know how to change setups so I do not has to reinstall it the second time :)
EDIT: Oops, again, the DLL problem occured again, and reinstalling don't help anymore.