From LXF Wiki
Cygwin is an open source project to allow Unix/Linux programs to run on Windows.
Cygwin was originally developed by Cygnus Solutions but is now maintained by Red Hat and many others.
Cygwin provides a vital link between Windows and Linux for those having to mix the two environments. With its support for SSH and the X Windows system, Windows users can run graphical programs on remote Linux systems with the presentation on their Windows desktops.
Many popular software packages have been ported to Cygwin. The porting process often requires little more than a recompilation with the Cygwin libraries.
Cygwin web site (http://www.cygwin.com).