> I am curious: what would be the interest of using Cygwin when Windows > binaries are readily available?
For Linux users (who have to use windows), cygwin provides an integrated working environment that can be more comfortable to use. For example, they can have a real shell with bash, subversion, grep, vi, python, etc and use tetex instead of miktex. I guess few people will use cygwin just for lyx, but cygwin/X users might choose cygwin/lyx instead of win32/lyx. Bo