How to build cross-gdb for mipsel?

I tried to use gcc-3.2.3 and gdb-5.3 to build the cross-gdb for mipsel
but failed.

What I have done as follows:

build mipsel-gdb     ok
build gdbserver       ok
port gdbserver to board(mipsel R6000) with a libthread_db_1.0.so. ok

the problem is that:
When I run gdbserver in the console, it tells me my glibc does not
surport 'setpid'. I nearly cry.

Someone tell me to build gdbserver as a static binary, and I tried.
But I got a problem is that I cannot link to libthread_db
what should I do?