How to compile for Windows on Linux with gcc/g++?

I have written some effects in C++ (g++) using freeglut on Linux, and I compile them with

g++ -Wall -lglut part8.cpp -o part8

So I was wondering if it is possible to have g++ make static compiled Windows executables that contains everything needed?

I don't have Windows, so it would be really cool, if I could do that on Linux :)