1. Open the Cygwin, http://cygwin.com/ page in your web browser
   2. Click on the "setup.exe" link. This link downloads setup.exe from
      the primary Cygwin server; save setup.exe to the directory that you
      would like to store the downloaded packages in (e.g. c:\download);
      do not save setup.exe to c:\cygwin, as that is the default directory
      for the extraction and installation of the downloaded packages.
   3. Run setup.exe, you will see the welcome screen.
   4. Click Next to proceed to the next screen.
   5. Choose, Install from Internet, this will still save the package files
      to your download directory so that you can install Cygwin on any
      number of machines.
   6. Click Next to proceed to the next screen.
   7. The default Install Root is c:\cygwin which should be fine for most
      installations. Leave Default Text File Type as UNIX. Leave Install
      For set to All unless you lack local administrative privileges.
   8. Click Next to proceed to the next screen.
   9. Local Package Directory should default to the directory that you ran
      setup.exe from.
  10. Click Next to proceed to the next screen.
  11. Choose your proxy setup, or, just choose Direct Connection if no
      proxy is needed.
  12. Click Next to proceed to the next screen.
  13. Select your nearest mirror for downloading.
  14. Click Next to proceed to the next screen; setup will download a list
      of available packages as it moves to the next screen.
  15. Ignore the Setup Alert window by pressing Ok, if it is the first time
      you install cygwin.
  16. On the next screen you will select the packages that will be downloaded
      and installed. A listing of the Cygwin/X packages is given below; a
      listing of the general Cygwin packages would be beyond the scope of
      this document.
      Cygwin/X packages are located in the X11 category at the bottom.
      Press on the plus sign.

         - xorg-server (required, the Cygwin/X X Server). Press on skip
           to select.
         - xinit (required, scripts for starting the X server: xinit,
           startx, startwin (and a shortcut on the Start Menu to run it),
           startxdmcp.bat)
         - X-start-menu-icons (optional, adds icons for X Clients to the
           Start menu)

      Under category Net you also need to select openssh to run remote
      X clients.
  
  17. Click Next and when the window Resolving Dependencies comes click
      Next to begin the download process, you may want to try another
      mirror if you see a "Connecting" message on this screen for a long
      period of time.
  18. After the packages are downloaded, setup will automatically begin to
      install them.
  19. I highly recommend allowing Cygwin Setup to create the Start
      Menu icons for you.
  20. Click Finish to close the setup program.