For those of you who want to purcahase Cygwin on CD, I'v found a just the thing. You can order it from Burks, a non-profit set of CD-ROMs for students of Computer Science,

http://burks.brighton.ac.uk/

You can also buy this from Blackwells bookstore in England

If you click on the System Software link you'll see Cygwin smiling up at you.

It also contains of other useful computer software utilities aswell, I might add.