Compiling software is a pain - Cygwin, PHP, MySQL

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I'm working on a lengthy article explaining how to install a bunch of web server software in Cygwin and I've found that I have to manually compile several key pieces. While I'm not unwilling to do this, the sheer hassle of having to go back 'n forth testing different configuration and installation options is a pain. Why on earth PostgreSQL can be available through the Cygwin installer but MySQL isn't is beyond me, likewise for PHP - every Linux distribution on the face of the planet includes them so why can't Cygwin? I've easily lost over a day of work due to this, a day that I could have spent designing a new system in Ruby on Rails that I've been tasked with.