For Ubuntu (WSL)
Setup your system environment variables:
rm ~/.profile
echo >>~/.profile "export PS2DEV=$HOME/ps2dev"
echo >>~/.profile "export PS2SDK=\$PS2DEV/ps2sdk"
echo >>~/.profile "export GSKIT=\$PS2DEV/gsKit"
echo >>~/.profile "export PATH=\$PATH:\$PROGRAMFILES/Git/bin"
echo >>~/.profile "export PATH=\$PATH:\$PROGRAMFILES/Mercurial"