Lol thanks, I've been hopping back and forth all day between XP and Ubuntu trying to get either one to work. On top of that I've tried using MSys and DevkitPro/PSP, And one other I've downloaded that I can't remember. The point is either my computer is cursed or I'm just friggin retarded.

Right at the moment, I'm getting ALL the files from the Cygwin setup maybe that way I won't run into any problems.