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Setup cygwin

Download setup.exe.
Download/select from a mirror in a country/location near you.
Just take all standard values.

Installing the following items.

subversion : All -> Devel
wget : All -> Web
chere : All -> Shells
xinit : All -> X11
X-start-menu-icons : All -> X11
grace : All -> Math (xmgrace for viewing the graph results in nmr-relax)

Say yes to make a icon on the desktop.

Setup language

Start the "Cygwin Terminal". In the top left, click the icon, and Options.
Go to text, and set your locale. Inspect with writing in terminal. More inspiration here

echo $LANG

Make an "Open Cygwin Bash Shell Here" option in right-click context menu

Ctrl+Shift and right click on "Cygwin Terminal" icon on the desktop. Select "Run as Administrator"
Write in terminal, to intstall. -t mintty is the bash shell for windows

chere -i -t mintty

Other small recommendations

Install apt-cyg

apt-cyg is a command-line installer for Cygwin which cooperates with Cygwin Setup and uses the same repository.
The syntax is similar to apt-get.
Note, when you copy, and want to insert, then use: Shift+Insert

svn --force export http://apt-cyg.googlecode.com/svn/trunk/ /bin/
chmod +x /bin/apt-cyg

Installation windows cygwin