So I don't really understand completely the difference between cygwin, mingw and the likes yet... But I'm fiddling around trying to install node.js in a Windows environment which brought me to mingw.
So I'm installing packages on mingw from the mingw command prompt using "mingw-get install nnn". I'm looking at a list of suggested packages from here: http://sourceforge.net/project/shownotes.php?release_id=540763. Some packages are installed fine, others give errors "unknown package". Well doing a "mingw-get update" I noticed that a number of packages were tied to msys. So I tried something new: "mingw-get install msys-nnn". Guess what. It worked!