Cygwin is, essentially, a Linux subsystem that runs on any flavor of Windows (other than CE).
It is a fairly low-impact install, dropping a single DLL into the System32 directory. Doesn't mangle your registry, and is very easy to remove.
Cygwin provides many of the Linux utilities and tools, shells, etc., including gnu's C++ compiler, Perl, vim, emacs, debuggers, awk, and so on. It's how one might be productive on a Windows machine.
Cygwin does not make your native Windows applications Unix-aware, nor does it allow you to run native Linux apps on Windows. Everything must be built fresh from source. But it does play nicely w/Windows, and is so much nicer than DOS.
I would install the Java SDK from Sun before installing Cygwin. You may need to modify your PATH in Cygwin to find the Java compiler and RE.
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Note: Packages are separated out by category. Many (most) are listed in more than one category. You just click on the `+' next to a category to expand all the packages.
By default, only a minimal set of packages are marked to be installed. Some packages depend on others, so packages that you didn't explicitly mark for install may suddenly appear checked. The short of this, do not unmark a package for installation unless you specifically marked it originally, and changed your mind.
I've already installed Cygwin, so I don't know which packages are included by default, and which you need. Further, I'm not quite sure how your window will appear. It'll look a little different than mine.
I'll list packages you probably want below.
To include a package just click on the circular arrow (see image). You'll see 2 checkboxes appear. By default the left-most one is checked. This means you'll just be downloadin binaries (already compiled programs). If you want the source code (and if you're scratching your head here, then you don't), check the right-most box.
Packages to install (by category). There's bound to be duplication.
I think you need all of these, and they are all already selected
I don't see anything you need right now
Probably the defaults are sufficient, but check that these will be installed:
If you choose anything in X11, you'll be prompted to accept the dependencies, which will install an X-server for you. Cool to have. With SSH, allows you to run GUI programs on a distant computer, have them interact with your local desktop.
You may, of course, install whatever else tickles your fancy. And you may go back at a later time, run the Cygwin Setup program, use it to add or remove packages.
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You'll see icons in various places (desktop, Start menu) that open up a cygwin window. It seems to use the standard Windows console. Its terminal type is cygwin. So, connecting to another *nix box ight be a little funny. Setting TERM to ansi worked okay, or you can use infocmp to reconstruct source from /usr/share/terminfo/c/cygwin, move it out to the remote machine, use tic to compile it, install it there.
Theres a decompiled source file at tux:/home/kschmidt/Public/cygwin-term.src . Grab that, read (man) about tic, and you're on your way.
Or, you can download puttycyg from http://web.gccaz.edu/~medgar/puttycyg/ . You'll have all of the regular functionality of Putty, and a nice xterm interface to Cygwin. I recommend this heartily.
I don't know if it's installed by default, but, you can install an X-server w/cygwin, so, can get a xterm that way (and a bunch of other GUI applications). You need some memory, and a bored CPU.