Compiling Ada for Windows?

I didn't realize this would be such a pain in the butt. I recently created a game in Ada (on Linux) and now I want to port it to Windows. So, I downloaded a few compilers. Adagide pops up a command window and it closes in like 1/2 second. I downloaded mgnat and tried to compile my source with that. It worked seemed to work well with self-contained packages/programs... but when I try to compile files that imports other packages, it says I need to include those packages. I'm not sure how that is accomplished since Ada seems to be under-supported by the Internet community. I even hear there's a way to compile Ada for the .NET framework... which would be awesome. Any help?