+Download MSYS from http://downloads.sourceforge.net/mingw/MSYS-1.0.11.exe
+Run it and just follow the defaults. A post install configuration screen
+will come up asking you some questions, answer yes to continue, then yes
+to having MinGW installed then enter the path to the MinGW installation.
+I believe it needs unix slashes so use c:/blah/
+
+Manually add the MSYS bin directory to you system path.
+