Looks also interesting, thanks kartal
But I must say that the required installing of CygWin is a serious problem. Even worse, I absolutely hate CygWin. Tried it once some two years back and by using all the defaults and dutifully downloading every piece of software it requested it never worked. Besides that, the total size of the CygWin folder was just over 4GByte(!!)...which took at least 5 days to download (internet is/was not that great over here).
A few months ago I found out about
Portable Ubuntu, I believe it was featured on 'LifeHacker'.
The download was only a measly 450Mbyte, but my system now has a fully working Ubuntu 8.04 that runs in Windows (at the same time!), which takes only 2Gbyte of storage space after installing and updating. When activated it will also take 256Mbyte of RAM, but that would be its only disadvantage when compared with CygWin.
Portable Ubuntu grants full access to all drives/partitions/folders, even those that are normally locked and/or obscured by Windows and its file-system, a feature it has in common with CygWin. Lets just make a long story short: in my point of view Portable Ubuntu is miles ahead of anything related to CygWin. You can even copy a complete and updated Portable Ubuntu installation to a different computer or pendrive and use it immediately from there without any kind of installation. Try to do that with CygWin!