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Compiling for win32 on Linux


Question:
when I use the line: "g++ sourcefile.cpp -Wall -o
objectfile.exe"  I am able to successfully compile and
run that program on my linux machine.  However, I am
required to submit my programming projects to my
teacher who will test it in a Windows environment. 
When I move that executable program onto a borrowed
Windows computer, it says "Not a valid Win32
application."

How may I compile my programs to run in Windows?

Background:
I am in a software engineering course at my college
and I would like to use gcc to compile my programming
projects.  Naturally, the software created will not be
very complex. 

Thank you,
Geoffe Elias

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