1.. Install all the dependencies with setup.exe, except install GTK3. Also install xinit for X11 Server. 2.. Restart the shell because LAPACK requires things set in the environment and are only picked up upon login. 3.. Download & install gtksourceview manually because there is no Cygwin module for that. http://ftp.acc.umu.se/pub/gnome/sources/gtksourceview/3.3/gtksourceview-3... 1.. wget <link> 2.. xzcat gtksourceview-3.3.4.tar.xz | tar -xvf - 3.. cd gtksourceview-3.3.4 4.. configure 5.. make 6.. make install 7.. Set PKG_CONFIG_PATH because gtksourceview installs into a different location. export PKG_CONFIG_PATH=/usr/local/lib/pkgconfig 4.. Download gretl wget http://prdownloads.sourceforge.net/gretl/gretl-1.9.7.tar.bz2 5.. bzcat gretl-1.9.7.tar.bz2 | tar -xvf - 6.. cd gretl-1.9.7 7.. Set a special flag for Cygwin because the configure script doesn't work export LDFLAGS=-no-undefined 8.. Run configure with special options, again because the configure script doesn't work configure --enable-static --enable-shared --enable-gtk3 9.. If you have an older computer without SSE2 instructions, then edit all the Makefiles with SSE2 option and comment them out. Once again the configure script is broken. find . -name Makefile | xargs grep -i sse2 10.. Now run 'make' and 'make install'. 11.. Set your display to run X programs export DISPLAY=:0.0 12.. Run 'gretl'.