Powershell code for installing cygwin packages.

Powershell_Install_Cygwin_Packages

# Download and install cygwin and some packages
function Install-Cygwin {
   param ( $TempCygDir="$env:temp\cygInstall" )
   if(!(Test-Path -Path $TempCygDir -PathType Container))
    {
       $null = New-Item -Type Directory -Path $TempCygDir -Force
    }
   $client = new-object System.Net.WebClient
   $client.DownloadFile("http://cygwin.com/setup.exe", "$TempCygDir\setup.exe" )
   # This does a vanilla installation of Cygwin
   Start-Process -wait -FilePath "$TempCygDir\setup.exe" -ArgumentList "-q -n -l $TempCygDir -s http://mirrors.kernel.org/sourceware/cygwin/ -R c:\Cygwin"
   # Comma-separated list of packages you want goes at the end
   Start-Process -wait -FilePath "$TempCygDir\setup.exe" -ArgumentList "-q -n -l $TempCygDir -s http://mirrors.kernel.org/sourceware/cygwin/ -R c:\Cygwin -P openssh, cygrunsrv, ncurses, vim, python, ruby, cron"
}

# then you just run it!
Install-Cygwin