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Setting up the build environment on Windows
Assuming Windows XP 32.
Stuff you'll need
A Subversion client
Doesn't really matter which one. Certified binaries of The Real McCoy are available at http://www.collab.net/downloads/subversion/ (command-line only) if you have an account (or are willing to register). There are other (non-certified) sources such as SlikSVN (http://www.sliksvn.com/en/download, command-line only) and TortoiseSVN (http://tortoisesvn.net/downloads, with Windows Explorer integration, which is really neat).
MinGW
Not necessarily the latest and greatest. Get the automated installer from http://sourceforge.net/projects/mingw/files/Automated%20MinGW%20Installer/ and remember to ask for g++ and g77, but do not ask for make; we'll use MSYS's make instead. Remember where you installed MinGW.
MSYS
Includes bash, make, autotools etc.
Download the latest version of the MSYS Base System from http://sourceforge.net/projects/mingw/files/MSYS%20Base%20System/ and run it. At some point, it will ask you where you installed MinGW, and I'm betting you won't even think twice before ratting it out.
Now that MSYS is installed, you can start the “MSYS (rxvt)” shortcut it installed, and it'll be almost like you were home on the Unix farm.