<p>I've gone to <a href="http://sourceforge.net/project/showfiles.php?group_id=2435" rel="noreferrer">http://sourceforge.net/project/showfiles.php?group_id=2435</a>, downloaded the Automated MinGW Installer for MinGW 5.1.4 and at the same time the GNU Source-Level Debugger Release Candidate: GDB 6.8-3. I've then installed MinGW base tools into C:\MinGW. No problem so far.</p>

<p>However when I come to install the gdb debugger it has a lot of files and folders with the same names as some already installed but the files are different to those already installed. e.g C:\MinGW\include\bfd.h is 171 KB but gdb-6.8-mingw-3\include\bfd.h is 184 KB.</p>

<p>How do I add gdb to MinGW without breaking what's already installed?</p>

The
Current Release
(5.2.1) version of gdb at the
project files page
has always worked for me. The download is a stand-alone .exe, you don't need anything else.
But I'll bet the .exe in the 6.8 package will work, too. I'd try using just the .exe, and then if there are problems, try extracting the other files from the 6.8 package. (Though that may cause problems with the rest of the MinGW installation.)
Update: There seems to be a 7.something version. I haven't tested it thoroughly, but it seems to work, even with gcc 3.