Before you start installing anything, you might want to consider creating a separate user account for Windows development, using the "man adduser" command.
First you need to install the Windows emulator called wine:
cd /usr/ports/emulators/wine make all install clean
Then fetch the latest QT 4.x opensource-mingw version from: http://www.trolltech.com/developer/downloads/qt/windows. Store the file, for example "qt-win-opensource-4.2.0-mingw.exe" in a local folder. Then execute the following command:
wine qt-win-opensource-4.2.0-mingw.exe
When you get to the MinGW installation window select Download and install minimal MinGW installation, if you have not installed it previously. This assumes that you have got a network connection. Else you can pre-fetch and install the the MinGW-X.X.X.exe from ftp://ftp.trolltech.com/pub/misc.
Before you will be able to compile anything you need to setup the PATH environment for MinGW and QT 4.X. Basically what you want is to have "PATH=c:\mingw\bin;c:\qt\4.0.2\bin". Note that this is just an example. The directories must match where you installed MinGW and QT 4.x.
wine regedit.exe
Lookup the "PATH" environment variable, and append for example: ";c:\mingw\bin;c:\qt\4.0.2\bin".
That is it. Now test that the PATH environment is activated:
wine g++ --help