Note! There is now newer version of GCC avaible with glibc 2.3.2:
"cygwin-gcc-3.3.6-glibc-2.3.2-linux.tar.bz2 (i386, x86_64)".
2.1. Copy 'cygwin-gcc-linux.tar.bz2' to 'c:\cygwin' or install directory which
you selected in setup.exe.
2.2. Open Cygwin shell and change directory to root with 'cd /'.
2.3. Uncompress to Cygwin root with command:
'tar -jxvf cygwin-gcc-linux.tar.bz2'.
Cross-compilers are installed under '/opt/crosstool'. You can use theim
directly or with commands: gcc-linux, g++-linux, gcc-linux-x86_64 and g++-linux-x86_64.