The only freely available cross-compiler on Linux for Windows is MinGW that I know of. Mono is a C# implementation for Linux that's compatible (or tries to be) with Microsoft.NET.
What errors were given whenever you attempted step 7?
I know this is marked as solved, but I wanted to add that there is winegcc which is essentially a MinGW compatible compiler. If you are using Wine on eOS, you might as well look at winegcc. And if you're not using it, then check out Wine!