compile c++ in linux to run win windows2k
 

its all in the subject.

im told gcc can compile windows binary's ???

Under linux, no. Only by using a port of GCC run on a windows box. But you cannot compile a windows binary on a linux box.
And shame on you for wanting to do so, hehe j/k

This is in another thread - there is a cross-compiler for the MinGW environment:

http://www.mingw.org/mingwfaq.shtml#faq-cross