The problem is, autoconf does a terrible job of supporting Windows, and actively rejects patches which would improve things (for example, it does very badly with spaces in filenames, which are common in Windows, for example "Program Files" and "My Documents")
"My Documents" are called "Documents". You can also install your application into user directory, something like "C:\Users\Vladimir\AppData\Local\YourApplication", so no spaces necessary unless user name contains spaces (not sure if it's even possible).
I'm not claiming that spaces should not be supported, but you can live without them.
