Step One:

Run CYGWIN's setup.exe. When you reach a screen similar to this:

proceed to step three.

Step Three:
After reaching the above screen, click into the text entry box titled "User URL:". In the
text box, enter this (you can copy and paste):
http://sources-redhat.mirror.redwire.net

Then click add and next.

Step Four:
Click on next. Now it will download the package list, this could take a few minutes,
depending on your connection speed.
You can now choose to install the default (more download, easier to setup) or the
minimum cygwin environment required:
Option 1 (default/easy): Scroll down to "devel" and click on where it says "default" so
that it becomes "install." Then scroll down to "web," click the "+" next to it, scroll down
and set "wget" to "install."
Option 2 (minimum/complex): Make sure that "All" is set to "Default". Click on
"View" once so it lists all packages by name. Scroll down and select the following
packages to "install":
autoconf
automake
binutils
bison
flex
gcc
gcc-core

gcc-g++
libusb
libtool
make
ncurses
patch
patchutils
readline
subversion
texinfo
wget

Press Next. A screen with a message about "missing dependencies" might follow - just
click Next again.
Now wait until everything has been downloaded. The minimal setup downloads
~50MB.
Step Five:
Start cygwin and type this:
echo "export PSPDEV=/usr/local/pspdev" >> ~/.bashrc
echo "export PATH=\$PATH:\$PSPDEV/bin" >> ~/.bashrc

Close cygwin.
Step Six(long step):
Now run cygwin again and type this exactly:
Code:
svn co svn://svn.ps2dev.org/psp/trunk/psptoolchain

Once the above step is done, type the following exactly in to the CYGWIN console:
cd ./psptoolchain
./toolchain.sh

This might take up to several hours. Take the time and do something useful with it.
At the end, an error message that ../scripts/003-psplinkusb.sh has failed may occur.
Ignore that and
just type the following (if you want to use PSPLINK - see below):
cd build/psplinkusb/
make && make release

Now read up psplink_manual.pdf (Acrobat) or psplink_manual.sxw (OpenOffice) to

learn how to setup psplink in case you want to use it for easier development. This is just
an optional step though.
Step Seven:
Have fun coding- Thats an order soldier!
Hope this helped you. I have tested this server and guarantee it to have all needed
packages.

TUTORIAL ADAPTED FROM:

http://www.pspprogramming.com/forums/index.php?topic=62.0
BY:
Megadeth__666