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Start cygwin via the command line:  bash --login -i
At the cygwin prompt, changed directories to the %ROOTSYS% dir

Configure 

Before calling make, we must run configure.  It is often helpful to consider the configuration utilized in the ROOT distribution for the various platforms.

At this time, we at least require:  xrootd, minuit2, python 

Start cygwin via the command line:  bash --login -i
At the cygwin prompt, changed directories to the %ROOTSYS% dir and then ran configure:

./configure win32gdk win32 --enable-roofit --enable-minuit2 --enable-table \
--enable-python --disable-odbc --enable-gdml \
--enable-unuran --enable-xrootd \
--enable-reflex --enable-cintex --with-fftw3-incdir=C:/heather/root-5root5.14d18b/fftw-3.1.2-dll \
--with-fftw3-libdir=C:/heather/root-5root5.14d18b/fftw-3.1.2-dll \
--with-gccxml=C:/heather/root-5root5.14d18b/gcc_xml \
--with-xml-incdir=C:/heather/root-5root5.14d18b/libxml2-2.6.15.win32/include \
--with-xml-libdir=C:/heather/root-5root5.14d18b/libxml2-2.6.15.win32/lib \
--with-python-libdir=C:/Python25/libs \
--with-python-incdir=C:/Python25/include --enable-mathmore \
--enable-mathcore --with-gsl-incdir=C:/heather/root5.1618b/GSL/include --with-gsl-libdir=C:/heather/root5.1618b/GSL/lib
A note about MathMore.. even if we enable it..  we must have the GSL library installed and tell ROOT's config where it lives, otherwise Mathmore will not be built.  Hence, MathMore has never been available in a GLAST ROOT build (actually it isn't even available in the windows binaries that ROOT-central supplies).  See:  http://root.cern.ch/cgi-bin/print_hit_bold.pl/root/roottalk/roottalk07/0343.html?mathmorevisual#first_hit

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