You can not natively compile programs on the router. You have to use the SDK or the full buildroot to cross-compile for mipsel.
I would recommend you to use the SDK (requires a Linux system, see the developer forum for the sticky thread on how to setup a development environment on Windows with VMware Player, just follow steps 1 to 5 then continue here). Once you have a running Linux system you can simply backport the packages you need.
Following creates MPC (client) and MPD (server) packages and all the required dependencies:
cd ~
wget http://downloads.openwrt.org/whiterussian/0.9/OpenWrt-SDK-Linux-i686-1.tar.bz2
tar -jxf OpenWrt-SDK-Linux-i686-1.tar.bz2
svn co https://svn.openwrt.org/openwrt/packages/
cd ~/OpenWrt-SDK-Linux-i686-1/package/
ln -s ../../packages/*/* .
cd ..
make package/mpc-{clean,compile} package/mpd-{clean,compile}
staging_dir_mipsel/usr/bin/ipkg-make-index bin/packages/ > bin/packages/Packages
ubuntu@ubuntu:~/OpenWrt-SDK-Linux-i686-1$ ll bin/packages/
total 380
-rw-r--r-- 1 ubuntu ubuntu 3297 Feb 5 16:07 Packages
-rw-r--r-- 1 ubuntu ubuntu 63465 Feb 5 16:04 libflac_1.1.2-1_mipsel.ipk
-rw-r--r-- 1 ubuntu ubuntu 10692 Feb 5 15:46 libiconv_1.9.1-1_mipsel.ipk
-rw-r--r-- 1 ubuntu ubuntu 25028 Feb 5 16:05 libid3tag_0.15.1b-1_mipsel.ipk
-rw-r--r-- 1 ubuntu ubuntu 62891 Feb 5 16:05 libmad_0.15.1b-1_mipsel.ipk
-rw-r--r-- 1 ubuntu ubuntu 81119 Feb 5 16:06 libvorbisidec_1.2.0-dave-1_mipsel.ipk
-rw-r--r-- 1 ubuntu ubuntu 22941 Feb 5 15:46 mpc_0.12.0-1_mipsel.ipk
-rw-r--r-- 1 ubuntu ubuntu 89085 Feb 5 16:07 mpd_0.12.0-1_mipsel.ipk
ubuntu@ubuntu:~/OpenWrt-SDK-Linux-i686-1$
Now you can use 'ipkg update; ipkg install mpc' or 'ipkg update; ipkg install mpd' (do not forget to make your packages availiable on a webserver (local) and modify /etc/ipkg.conf).
Have fun and make your life with OpenWrt easy as possible 
(Last edited by forum2006 on 26 Mar 2007, 19:57)