How to make gcc accept spaces in path

I'm trying to build qt5 with gcc on Windows, but I came across following problem:
I have path to directx sdk: C:\Program Files (x86)\Microsoft DirectX SDK (June 2010), and this g++ cannot deal with it, I'm getting:
enter image description here

How to overcome this?

It's not gcc's fault, it's your shell/terminal/builder program that's passing all of those as separate arguments. Add some "" around it on on your command line. It's already correct for the earlier copy of that -L flag on the command line you've shown.