Thanks for your answer, David.
> Installs Tcl 8.5
>
>    

Yes.

>>> tkroot=C:/tcl
>>> tkdll=tk85.dll
>>> tcldll=tcl85.dll
>>> download_file ${activetcl} ${activetcldownload} chmod +x
>>> ${downloaddir}/${activetcl} ${downloaddir}/${activetcl} --directory
>>> ${tkroot}
>>>        
> <snip>
>
>    
>>> 9/ OCaml building
>>>
>>> #!/bin/bash
>>> ocaml=ocaml-3.11.2
>>> ocamlarchive=${ocaml}.tar.bz2
>>> ocamldownload=http://caml.inria.fr/pub/distrib/ocaml-3.11/${ocamlarchi
>>> ve}
>>>
>>> download_file ${ocamlarchive} ${ocamldownload}
>>>
>>> #Extract
>>> extract_archive ${downloaddir}/${ocamlarchive} ${extractdir} ${ocaml}
>>>
>>> #Configure
>>> cp ${extractdir}/${ocaml}/config/s-nt.h
>>> ${extractdir}/${ocaml}/config/s.h cp
>>> ${extractdir}/${ocaml}/config/m-nt.h ${extractdir}/${ocaml}/config/m.h
>>> cp ${extractdir}/${ocaml}/config/Makefile.mingw
>>> ${extractdir}/${ocaml}/config/Makefile
>>>
>>> tklink='$(TK_ROOT)'
>>> cmd1="s|PREFIX=C:/ocamlmgw|PREFIX=$ocamldirwin|"
>>> cmd2="s|TK_ROOT=c:/tcl|TK_ROOT=$tkroot|"
>>> cmd3="s|TK_LINK=$tklink/bin/tk84.dll $tklink/bin/tcl84.dll
>>> -lws2_32|TK_LINK=${tklink}/bin/${tkdll} ${tklink}/bin/${tcldll}
>>> -lws2_32|"
>>> sed -i.bak \
>>>      -e "$cmd1" \
>>>      -e "$cmd2" \
>>>      -e "$cmd3" \
>>>      ${extractdir}/${ocaml}/config/Makefile
>>>        
> Does this definitely build the correct Makefile - you're searching for
> tcl84.dll but out-of-the-box OCaml 3.11.2 uses references tcl85.dll. Your
> sed instruction would be better if it was TK_ROOT=.* rather than assuming
> the value that the OCaml Dev team will have left there. You shouldn't need
> to update TK_LINK.
>
>    

Here are  the corresponding lines in the Makefile just after sed ran:

### Configuration for LablTk
# Set TK_ROOT to the directory where you installed TCL/TK 8.5
# There must be no spaces or special characters in $(TK_ROOT)
TK_ROOT=C:/tcl
TK_DEFS=-I$(TK_ROOT)/include
TK_LINK=$(TK_ROOT)/bin/tk85.dll $(TK_ROOT)/bin/tcl85.dll -lws2_32

I'm ok with your advices in order to improve my small scripts. In this 
case (3.11.2),
cmd3 does not modify anything. But it does when I'm installing an older 
version of


Anyway,
the resulting Makefile seems ok to me. And it compiles fine in one computer.

Salutations

Matt