Added note about CreateProcess failures from make.exe

etc/PROBLEMS

@@ -221,6 +221,12 @@ __MSVCRT__, like so:
 
   configure --with-gcc --cflags -mwin32 --cflags -D__MSVCRT__
 
+* Building the MS-Windows port fails with a CreateProcess failure.
+
+Some versions of mingw32 make on some versions of Windows do not seem
+to detect the shell correctly. Try "make SHELL=cmd.exe", or if that
+fails, try running make from Cygwin bash instead.
+
 * Building the MS-Windows port with Leim fails in the `leim' directory.
 
 The error message might be something like this: