I suggest that you install mspgcc into the directory where you want it to be. You can use --prefix for that during the configure phase. If you cannot do that for some reason I see (maybe) two more options: First, you could manually give the path to the linker scripts of the MCU you are using:
msp430-gcc -L"C:\MSPGCC4\msp430\lib\ldscripts\msp430g2453" -mmcu=msp430g2452 -o"blinky.elf" ./main.o
I'm guessing that this is the right path. Try searching for memory.x, you'll find the right msp430g2453 directory. Note, that it is important that the directory matches your -mmcu argument, else strange things might happen.
The other option is a pure guess: If you compile gcc and binutils using "--with-build-sysroot", you will be able to supply the --sysroot argument to ld and gcc to indicate on each invocation, where it should look for its files. I haven't tried this yet, only read about it in the manuals.