I thought I submitted this before, but it seems to have been lost.  The
Cygwin docs seemed to be quite out of date.  I've updated them.  Have a
read to see if you agree.

Chris

Index: FAQ_MSWIN
===================================================================
RCS file: /projects/cvsroot/pgsql-server/doc/FAQ_MSWIN,v
retrieving revision 1.15
diff -c -r1.15 FAQ_MSWIN
*** FAQ_MSWIN   11 Nov 2002 20:04:05 -0000      1.15
--- FAQ_MSWIN   8 Nov 2003 02:36:10 -0000
***************
*** 2,37 ****
  ====================================
  $Date: 2002/11/11 20:04:05 $
  
! 1.  Install the latest Cygwin package, available at http://cygwin.com/.
!     The Cygwin package provides a UNIX-like API on top of the Win32
!     API.
  
!     A pre-built PostgreSQL is part of the standard Cygwin distribution
!     and is installed by Cygwin's setup.exe.  You are encouraged to use
!     this version unless it does not meet your needs.  Please read the
!     README file, /usr/doc/Cygwin/postgresql-${version}.README, where
!     "${version}" is the version (e.g., 7.2).
  
! 2.  Install the latest cygipc package, available at
!     http://www.neuro.gatech.edu/users/cwilson/cygutils/V1.1/cygipc/.
!     Do not use versions prior to 1.04, they will not work.
  
!     Use the following command to install the cygipc package:
  
!         $ tar -C / -xjf cygipc-${version}.tar.bz2
  
!     where "${version}" is the version (e.g., 1.11-1).
  
! 3.  The Cygwin bin directory has to be placed in the path before the
!     Windows program directories, because the sort.exe has to be taken
!     from Cygwin, not Windows.
  
! 4.  Start ipc-daemon from the cygipc package.  Use "net start ipc-daemon",
!     if ipc-daemon is installed as a service; otherwise, use "ipc-daemon &".
!     This program needs to be running anytime you start the PostgreSQL
!     server (postmaster) or initialize a database (initdb).
  
! 5.  Proceed according to the INSTALL file (i.e., ./configure; make; etc.)
      noting the following Cygwin specific differences:
  
          o The GNU make command is called "make" not "gmake".
--- 2,67 ----
  ====================================
  $Date: 2002/11/11 20:04:05 $
  
! PostgreSQL requires the Cygwin set of libraries to be installed in
! order that it functions under Windows.
  
! This document assumes that you do not have Cygwin already installed
! on your system.  If that is not the case, then you will need to
! adjust these instructions accordingly.
  
! 1.  Download and run the Cygwin installer.  Visit http://cygwin.com/ and
!     click on the "Install Cygwin now' link.  This will prompt you
!     to download a "setup.exe".  Save this file somewhere on your
!     system and then execute it.
  
! 2.  Proceed through the Cygwin install wizard.  Choose 'Install from
!     Internet', specify a Local Package Directory and choose a mirror
!     site that's close to you.  Leave everything else as-is.
  
!     When you come to the point of choosing which packages to install,
!     expand the 'Database' section and click 'Skip' next to PostgreSQL
!     to change it to the latest version of PostgreSQL available for
!     Cygwin.
  
! 3.  Once the download and install process is complete, open a Cygwin
!     shell and do the following:
  
!     3a.  Start ipc-daemon2 for shared memory support. Use 
!          "net start ipc-daemon2", if you want ipc-daemon2 installed 
!          as a service; otherwise, use "ipc-daemon2 &".  This program 
!          needs to be running anytime you start the PostgreSQL server 
!          (postmaster) or initialize a database (initdb).
  
!     3b.  Use the initdb command to create a new database cluster.  An
!          example command would be:
  
!             initdb -D /usr/local/pgsql/data -W -E LATIN1 
! 
!          Which will create a cluster in the /usr/local/pgsql/data
!          directory, will prompt for a superuser password and will
!          set the default database encoding to LATIN1.
! 
!     3c.  Start up the postmaster.  Use a command similar to the
!          following:
! 
!             postmaster -D /usr/local/pgsql/data 
! 
!          This will start the postmaster, and if successful you will
!          see some initial log entries, and an entry "LOG: database
!          system is ready".
! 
! 4.  You are now running a PostgreSQL server on your Windows machine.
! 
! Building from source
! --------------------
! 
! There are some points that are only relevant if you are building Cygwin
! PostgreSQL from source:
! 
! 1.  Set your path to use the Cygwin bin directory before the Windows
!     utilities.  Cygwin sort must be used in preference to Windows sort.exe. 
! 
! 2.  Proceed according to the INSTALL file (i.e., ./configure; make; etc.)
      noting the following Cygwin specific differences:
  
          o The GNU make command is called "make" not "gmake".
***************
*** 44,56 ****
      Alternatively, proceed according to the README file supplied with
      the Cygwin PostgreSQL package.
  
! NOTE:  The following are known issues with PostgreSQL on Windows:
  
  1.  Cygwin's AF_UNIX sockets are really implemented as AF_INET sockets
      so they are inherently insecure.
  
! 2.  make check can generate spurious regression test failures due to
      overflowing the listen() backlog queue which causes connection
!     refused errors.
  
  Problem reports can be sent to [EMAIL PROTECTED]
--- 74,92 ----
      Alternatively, proceed according to the README file supplied with
      the Cygwin PostgreSQL package.
  
! Known issues
! ------------
  
  1.  Cygwin's AF_UNIX sockets are really implemented as AF_INET sockets
      so they are inherently insecure.
  
! 2.  "make check" can generate spurious regression test failures due to
      overflowing the listen() backlog queue which causes connection
!     refused errors or hangs. You can limit the number of connections 
!     using the MAX_CONNECTIONS option thus:
! 
!        make MAX_CONNECTIONS=5 check
! 
!     (On some systems you can have up to about 10 simultaneous connections).
  
  Problem reports can be sent to [EMAIL PROTECTED]
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