MinGW is a minimal GNU development environment for MS Windows (http://www.mingw.org/Welcome_to_MinGW_org). On MinGW, MSYS provides a collection of GNU tools, which provides some of the GNU utilities and enables the use of autotools build system (http://www.mingw.org/wiki/MSYS).
Installation:
1. Main program: Install the MinGW from: http://sourceforge.net/projects/mingw/files/
2. Set system variable PATH to include the X:\MinGW\bin; where X is the root drive
3. mingw-get: Install the mingw-get-inst from http://sourceforge.net/projects/mingw/files/Installer/mingw-get-inst/mingw-get-inst-20111118/
4. Open a CMD console on Windows:
1) gmake, gcc, g++, gdb: Install the make, compiler and debuger
2) msys: Install the GNU utilities collection tool - msys.bat
> mingw-get install gcc g++ gmake gdb msys
> cd X:\MinGW\msys\1.0\postinstall
> pi.bat
> X:\MinGW\msys\1.0\msys.bat
Done!
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