Unfortunately, last time I checked, you need to be using a 64-bit
machine for gcc to work--it won't cross-compile properly from a 32-bit
platform. And this is a tough problem to fix...
The best cross-platform environment available right now is OSF/1. If
you can get the disk space, you'd be a lot farther ahead to install
OSF/1 on a separate disk and boot your Alpha from that. Yeah, it's
a pain to have to switch OSes, but it's actually going to work
right :-)
Bob