In order to install Cygwin, I must use either the IE5 settings or a proxy. Upon running the setup.exe program, if I click on "Use IE5 settings" first, then I have no problem; it finds the mirrors, and I'm golden. If I click on "Direct Connection" and it fails, I click "Back", and then click on "Use IE5 settings", then it does not find the mirrors, and even when I add them manually, it won't find the appropriate setup files. This is a bug.
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