GNU Arm Embedded Toolchain Version 7-2018-q2-update missing libwinpthread-1.dll

When I install GNU Arm Embedded Toolchain Version 7-2018-q2-update and then try to run arm-none-eabi-gdb.exe I get an error message that says: 

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arm-none-eabi-gdb.exe - System Error
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The code execution cannot proceed because libwinpthread-1.dll was not found. Reinstalling the program may fix this problem.
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OK
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Here is the page where I downloaded it from:

https://developer.arm.com/open-source/gnu-toolchain/gnu-rm/downloads

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