WINDOWS PART:
Update variable PIN_HOME in Nmakefile to match your configuration

To compile in VC shell
E:\pin>nmake /f Nmakefile

E:\pin>c:\pin-2.11-49306-msvc10-ia32_intel64-windows\pin.bat -t obj-ia32\malwpin.dll -- hello_code\hello_code.exe

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LINUX PART:

To compile it you've to change in makefile.gnu.config the variable PIN_HOME
PIN_HOME = /home/y0ug/tools/pin-2.11-49306-gcc.3.4.6-ia32_intel64-linux/

To force the compilation in 32bits
HOST_ARCH=ia32 LDFALGS='-m32' make

Run it on linux:
$ ~/tools/pin-2.11-49306-gcc.3.4.6-ia32_intel64-linux/pin -t obj-ia32/malwpin.so -- hello_code/hello_code