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Download and install latest GCC 2.95 package:
ftp://ftp.xraylith.wisc.edu/pub/khan/gnu-win32/cygwin/gcc-2.95/gcc-2.95-cygb20.tar.gz  | |
| When you installed the latest Cygwin release, you can include gcc (from the Devel library - make sure you also have make). 
Regex (see next page) is now part of Cygwin, so you can choose that too.
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