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Applied a patch by hand for Minuit2:Here is Lorenzo Moneta's description of the change:
If you can't move to version 5.23/40, you could eventually just apply the simple patch to fix this bug.
It is just a one line change in one file, see below
Index: math/minuit2/src/SinParameterTransformation.cxx
===================================================================
--- math/minuit2/src/SinParameterTransformation.cxx    (revision 28219)
+++ math/minuit2/src/SinParameterTransformation.cxx    (working copy)
@@ -51,7 +51,7 @@
 double SinParameterTransformation::DInt2Ext(double Value, double Upper, double Lower) const  // return the derivative of the transformation d Ext/ d Int \
-   return 0.5*fabs((Upper - Lower)*cos(Value)); \
+   return 0.5*((Upper - Lower)*cos(Value));

Applied a patch by hand to enable the use of TMVA on windows, see the ROOT Forum discussion:  http://root.cern.ch/phpBB2/viewtopic.php?p=41853#41853Image Added