I've tried to run an application which makes use of dos4gw
(Rational DOS extender) using GNU make version 3.76 and it does not work under
Windows NT 4.00 while the same makefile works under Windows 95.

A skecth of the makefile I've used is the following:

all: start exec end

start:
	echo "Starting"
exec:
	dos4gw
end
	echo "Ending"

If I type 'make', nothing is printed,
while typing 'make start' will print:
Starting
and typing 'make end' will print:
Ending

This has nothing to do with DJGPP.  We cannot correct the bugs in
the NT DPMI server.

Don't use NT.