These instructions were based on the Enlightenment Wiki. Thanks to Vincent Torri for pointing them out.

The total size of the installation of MSYS/MinGW is around 110 MB. Be sure to have enough space on your hard disk.

• If you haven't already installed MinGW on your system, install MinGW in C:\MinGW. It is better not to install it in the same directory as MSYS; although this should cause no problems with versions from MSYS-1.0.11 onwards, it will not work with any earlier MSYS version. In the installer, choose "Download and install", then "Candidate"; (it will install gcc-3.4.5).

• Install MSYS-1.0.10. I usually install it in C:\msys\1.0, but you can use any directory that you prefer. (However, please resist any temptation to install it in any subdirectory of Program Files, or any other directory with spaces in the absolute path name; therein lie all manner of problems for you, later).

• Next, the post install process will ask for the directory where MinGW was installed to. Enter "c:/mingw". If you make a mistake, you can change it by editing the "C:\msys\1.0\etc\fstab" file, make sure to use 'LF line endings. An example fstab may contain:

c:/mingw /mingw
c:/java /java

• Install MSYS-DTK-1.0 in C:\msys\1.0.

• Install MSYS-Core-1.0.11. It is an archive. Untar it in C:\msys\1.0.

• Set the environment variable HOME to C:\msys\1.0\home\yourname

Now you should have a cyan "M" link on the Desktop. When you double-click on it, a terminal should be launched.