Try reinstalling cmake. You may need to delete CMakeCache.txt in your build directory before rerunning it.

Thanks you For quick replies but still have the same problem
from cmd cmake and GCC works fine
deleted cmakexache.txt
The errors im still getting are

C:\devel\a5_sourcepack\zlib\build>cmake .. -DCMAKE_INSTALL_PREFIX=C:\MinGW -G "M
inGW Makefiles"
CMake Error: CMake was unable to find a build program corresponding to "MinGW Ma
kefiles". CMAKE_MAKE_PROGRAM is not set. You probably need to select a differe
nt build tool.
CMake Error: CMake was unable to find a build program corresponding to "MinGW Ma
kefiles". CMAKE_MAKE_PROGRAM is not set. You probably need to select a differe
nt build tool.
CMake Error: Error required internal CMake variable not set, cmake may be not be
built correctly.
Missing variable is:
CMAKE_C_COMPILER_ENV_VAR
CMake Error: Error required internal CMake variable not set, cmake may be not be
built correctly.
Missing variable is:
CMAKE_C_COMPILER
CMake Error: Could not find cmake module file:C:/devel/a5_sourcepack/zlib/build/
CMakeFiles/2.8.11.2/CMakeCCompiler.cmake
CMake Error: CMAKE_C_COMPILER not set, after EnableLanguage

Thank you all for your time.

Edgar
All files was downloaded from the link in the first post.
cmake is ver 2.8 and mingw.exe installer was used to install mingw.

I did get some succes 1am in the morning after runing
mingw-get.exe install mingw32-make
and copied libiconv.dll to C:\Program Files\Git\libexec\git-core
Still hacking away at it Send a update later today.
Thank you for your time.

UPDATE:
Managed to compile and install zlib,libPng,jpeg.freetype,
Libogg compiled ok, but make install complained 'Nnothing to be done few time'
libvorbis complaining that ogg not installed properly.
ERROR The test programe failed to complie or link.
All help would be gratfull.

Do you have MSYS installed? Are you building libogg and libtheora with ./configure?

And you've got to be more specific with your errors. Please copy them into your next post for us to look at.