Update documentation on use of cygwin.

From a peabody user:

> 2. I downloaded Cygwin version 1.5.15-1 which
> contains the right version of 3.80, make sure to
> install 'make', by default cygwin doesn't install a
> lot of the development tool.s

We need to note this kind of information in our documentation.

If we have done this already, please dup this to the bug/rfe that did it.

###@###.### 2005-04-25 18:40:38 GMT