On Windows, we never use pthreads, since it doesn't usually exist,
and when it does it tends to be a little weirdly-behaved. But some
mingw installations have a pthreads installed, so autoconf detects
pthread.h and tells us about it. This would make us include
pthread.h, which could make for trouble when the iffy pthread.h
tried to include config.h.
This patch changes compat.h so that we never include pthread.h on
Windows. Fixes bug 2313; bugfix on 0.1.0.1-rc.