Cygwin is a pain in the ass to work with. If you're intent on using Cygwin, I'd recommend reinstalling it, and make sure you have all the necessary pieces.
If you're not dead set on Cygwin, I'd look into AndLinux. It's a lot easier to work with, and actually ends up being a lot easier to work with after you get everything you need installed. The only problem is, AndLinux is an actual linux kernel that runs natively as a windows process. So you kind of need to know your way around Linux to really get it set up. It comes fairly barebones, but you can use synaptic (GUI) or apt-get (console/command line) to install more stuff like gcc/g++, valgrind, gdb, etc.
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Owner/Coder -- Malevolent Whispers -- Development Phase - Not accepting players
Coder -- Star Wars: The Sith Wars -- Open Alpha - Players Welcome - Full System Re-writes Imminent.
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