Step 1: Install Cygwin & Python
To get started we need to setup a Python environment running under Cygwin. First make your way over to cygwin.com and run their installer.
Most of the installation is just clicking next, and accepting the defaults:

Click next:

Click next:

Click next:

Click next:

Choose your closest Mirror. We like Internode!

This is where we stop clicking next and select our packages.
Select Python:

We'll probably need to install a Subversion client, so also select that:

wget will make installing the Django stuff easier:

gcc and gcc++ will be needed later to compile ...
— Andrew