Installing a single instance of Cygwin, and using it for all applications that require it is recommended so you do not have different versions of the Cygwin dlls laying around on your system, which can cause conflicts.

Run “setup.exe” you previously download.

Once you reach the portion of setup entitled Select Packages, install the following:

Base (include all items)
Libs
   libart_lgpl
   libfreetype26
   libpng12
   zlib
   openssl
Utils
   patch
Web
   wget

Add “c:\cygwin\bin” to your Windows System PATH environment variable.

Move “setup.exe” to “c:\cygwin” for future use.