To install node.js on cygwin:
wget http://nodejs.org/dist/node-v0.4.12.tar.gz
tar xvfz node-v0.4.12.tar.gz
cd node-v0.4.12/
./configure
make
make install
from https://github.com/joyent/node/wiki/Building-node.js-on-Cygwin-(Windows)
See more notes at http://jsturdevant.roughdraft.io/
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