Update Windows dependency build toolchain for SDL 1.2.15
Confirm msys_build_deps.py does build SDL 1.2.15. Update documentation to new SDL version.
Reduce the amount of work the msys_build_deps.py does in building SDL. Only build a shared library, since msvcr90.dll linked libraries are now built directly: see changeset 1c621f6b9aac. Also, only install only those parts of the SDL build needed in the prebuilt directory.