  A hypercomplex manifold is a manifold equipped with three complex structures
I, J, K satisfying the quaternionic relations. Let M be a 4-dimensional compact
smooth manifold equipped with a hypercomplex structure, and E be a vector
bundle on M. We show that the moduli space of anti-self-dual connections on E
is also hypercomplex, and admits a strong HKT metric. We also study manifolds
with (4,4)-supersymmetry, that is, Riemannian manifolds equipped with a pair of
strong HKT-structures that have opposite torsion. In the language of Hitchin's
and Gualtieri's generalized complex geometry, (4,4)-manifolds are called
``generalized hyperkaehler manifolds''. We show that the moduli space of
anti-self-dual connections on M is a (4,4)-manifold if M is equipped with a
(4,4)-structure.
