When any program is debugged with gdb under Windows 3.x, it either
flies by the breakpoint and exits, or (more often) crashes with
SIGSEGV at the breakpoint.

This bug is not something specific to GDB!  FSDB also gets Exception 13
when you set more than 4 breakpoints.  FSDB uses debug registers to set
the first 4 breakpoints, so it seems that overwriting code with the CCh
(Int 03) instruction under Windows 3.x somehow doesn't work.