Phoenix Network Forums

yeah, cygwin is of course an option. if it does not do what you'd like it to do, though, install a lightweight linux/bsd distro as a vm. since you're using windows in the first place (rather than linux/bsd), you probably want to keep using it, right? especially if you have only one computer, dual booting limits usefulness (keeping you away from your main work environment while you dick around with nix).
but yeah, that pretty much sums it up. cygwin, vm, install a new os (dual-boot or otherwise), livecd. you can even vm a livecd image if you want (minimal dicking around to get stuff working, doesn't require much storage space).
gl