Pour installer certains programmes, j'ai besoin de Cygwin, à quoi ça sert ? et comment l'installer ?

What Is Cygwin?
Cygwin is a Linux-like environment for Windows. It consists of two parts:  
A DLL (cygwin1.dll) which acts as a Linux emulation layer providing substantial Linux API functionality.  
A collection of tools, which provide Linux look and feel.  
The Cygwin DLL works with all non-beta, non "release candidate", ix86 versions of Windows since Windows 95, with the exception of Windows CE.