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The Cygwin environment also comes with MinGW32. The mingw32 platform generates an executable that relies only on Microsoft DLLs. This executable is thus completely comparable to a Visual C executable and easier to distribute than the Cygwin executable. To build on cygwin an executable suitable for the win32 platform type the following at your cygwin prompt:
tar zxvf gnugo-3.6.tar.gz cd gnugo-3.6 env CC='gcc -mno-cygwin' ./configure make
The generated executable can be reduced in size significantly by using the upx compression program that is available through Cygwin's setup program.