Installing cygwin isn't hard, unless you bump into problems with incompatible versions of cygwin1.dll...
Well done! Building gcc is not as hard as it used to be, but it is still not for the faint of heart. It is somewhat like fixing your own car instead of taking it to the garage - it takes time, and you can get pretty stressed and dirty in the process, but it's fun if you like that sort of thing and you get a sense of achievement in the end.
Good advice.
Thanks for the feedback.