Install GNU Parallel on any system including Cygwin

setup_gnuparallel.sh

#!/bin/bash

# useful for platforms such as Cygwin that don't currently have GNU Parallel in their repo.
# prerequisite: make

(
wd=$(mktemp -d)
wget -nc -P $wd ftp://ftp.gnu.org/gnu/parallel/parallel-latest.tar.bz2

cd $wd
tar -xf parallel-latest.tar.bz2
cd parallel-*
./configure && make && make install
)

It is unclear to me why @scotty6435 believes the command will fail just because wget is not installed:

(wget -O - pi.dk/3 || lynx -source pi.dk/3 || curl pi.dk/3/ || fetch -o - http://pi.dk/3 ) > install.sh

As long as you have just one of wget, lynx,curl, or fetch installed it should work just fine.