You can also run cygwin (available at RedHat's site) to give yourself a linux environment in win32...

Whoa, there, good buddy! Cygwin does nothing of the sort. It provides some common tools that are most often associated with Unix environments, and it provides some POSIX APIs under Win32, but it is hardly a Linux environment. I'm sure that that's not really what you meant, but I just wanted to clarify for the less enlightened, so that they wouldn't think that they could download Cygwin and that would be Linux. There's enough confusion already with people thinking that Linux == RedHat.