Cygwin is a Linux/Unix like environment for Windows. For the windows command-line build system, install Cygwin.
Download the cygwin setup package — setup.exe
If you are running Windows XP launch setup.exe. If you are running Windows Vista or Windows 7 right click the setup.exe file and choose “Run as administrator”.
Go through the Cygwin setup dialog boxes like so.
Select where to install the archives. For the base install plus development tools about 330MB is needed.
Select a mirror. If the download speed seems unreasonably slow you may want to start over with a different selection.By clicking the circle with the two opposing arrows you can toggle the setting from Default to Install to Reinstall. Click the Devel category to toggle the setting to Install. This selects and installs all the development tools.
The install proceeds.
Success!