1、首先安裝java，MGW R4用j2re-1_4_2_11-windows-i586-p.exe。
直接安裝j2re-1_4_2_11-windows-i586-p.exe

2、本地安裝cygwin
解壓cygwin_setup.zip，運行setup.exe
-Choose "install from Local Directory"
-Root Directory "C:\cygwin"(It is not recommended to choose a different directory, especially if it contains spaces)
-Select Packages: Add the following packages，選擇最新版本即可：
-under Archive select unzip
-under Interpreters select perl
-under Net select inetutils, openssh, and openssl
-under Shells select rxvt
-optional: under Editors select vim (if you want to be able to edit files with vi)
-install
等等等。。。