cc1.exe System Error – libwinpthread-1.dll missing – But it isn’t

I recently downloaded MinGW-w64 from Sourceforge onto my external hard drive, where all the files reside in:

E:\mingw-w64\x86_64-4.9.2-posix-seh-rt_v3-rev1\mingw64\bin

When I try compiling my first “Hello World” program using gcc on Windows 8.1, I get a cc1.exe System Error, that tells me

The program can’t start because libwinpthread-1.dll is missing. Try reinstalling the program to fix the problem.

And yet, libwinpthread-1.dll (all 54,784 bytes of it) is sitting right there in the very same directory as gcc.exe. Do I really need to reinstall everything, or is something else going wrong here

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