You can also use the GNU make included here:
http://unxutils.sourceforge.net/
This is really just a (small) set of unix tools running natively under
Windows, using native Windows paths, etc. IMO this is the easiest way to get
GNU make for Windows.
Don't use the GNU make for Windows at steve.org.uk, this is an old and buggy
version (although it is the first result on google).
I do this all the time, and use this make:
http://www.cmake.org/files/cygwin/make.exe
Just replace the cygwin make with the above and it all works. It is
actually CVS gnu make with a change that allows the path stuff to work.
-Bill
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