Hi Phil,
Go to www.cygwin.com
Download Setup.exe
When you (eventually) get to the items to select, toggle the top level item to "install", which will install EVERYTHING (sans source code).
If you really don't want everything, you can use the same Setup.exe program to later deselect and uninstall items.
Start up your Cygwin bash shell. Experience quasi-Unix bliss. Drink cool-aid. Enjoy.
--Eljay
And if you wish to stick with a native Win32 environment go to www.mingw.org and download and install the latest mingw binary.
Cheers, Rob
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