LP:731992 - my_valgrind.h: no such file or directory

I downloaded mariadb-5.1.55-win32 and tried to compile a simple sample program.

This failed with:

In file included from C:\temp\mariadb-5.1.55-win32\include/my_global.h:76:0,
from C:\MysqlTest\main.c:2:
C:\temp\mariadb-5.1.55-win32\include/config-win.h:235:0: warning: "finite" redefined
C:\temp\mariadb-5.1.55-win32\include/config-win.h:193:0: note: this is the location of the previous definition
In file included from C:\MysqlTest\main.c:2:0:
C:\temp\mariadb-5.1.55-win32\include/my_global.h:598:26: fatal error: my_valgrind.h: No such file or directory

There is no my_valgrind.h file included in the package. What's the deal?