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*Download Cygwin [http://developer.mozilla.org/en/docs/Windows_Build_Prerequisites#GNU_Tools_for_Microsoft_Windows_.28Cygwin.29 here].
*Run the installer.
*Make sure that the following packages are checked during your installation or else you will run into problems(which I've experienced because I didn't double check if I check marked all of the following package):
**ash -- UNIX-like command line interpreter shell (Base category)
**coreutils -- GNU core utilities (includes fileutils, install, sh-utils, and textutils) (Base category)