Automatically Installing Cygwin with X Server from bundled installation
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1) If you are viewing this guide through the bundled installer, the
   Cygwin installer has been launched automatically and completed.
   The Cygwin XWin Server program has also been launched.
2) A system tray icon with an "X" should be shown, and a terminal
   window may be open (you may close it).  There may also be a
   Windows Firewall dialog asking for Cygwin permission.  Please accept
   the Firewall changes.
3) The Cygwin X Server should now be running, and GMV should function.

Note: The interface will automatically try to start the XWin Server when
   GMV is opened.  This causes GMV to fail the first time if the XWin
   Server is not yet running, but should only fail that first run.
   To prevent this, please run "Start -> All Programs -> Cygwin-X
   -> XWin Server" once after login, or set Windows to start it
   automatically at login (use the commands in shortcut "XWin Server").