Cygwin/XFree86 is comprised of several binary tarballs.
Follow these steps to download Cygwin/XFree86 binaries:
Visit the Cygwin Mirrors page, http://cygwin.com/mirrors.html, to find your closest mirror
The ftp url for your mirror site should take you to the Cygwin directory on the mirror
Download the following files from xfree/xc-4-binaries, saving them to the root of your Cygwin installation directory (e.g. c:\cygwin), the compressed file size appears after each file; you will need approximately 60MB of disk space to download and uncompress all of these files
Downloading with a Web Browser: Some web browsers automatically decompress saved files when you use the left mouse button to follow the link to a file; bunzip2 will report, "Data integrity error when decompressing.", when attempting to decompress a file that has been decompressed by your web browser. Prevent your files from being automatically decompressed by clicking the right mouse button on a file link and choosing a command such as Save Target As... or Save Link As... from the context sensitive menu. Better yet, download your files with a stand alone ftp client.
xfree86-4.0.3-DLLs.tar.bz2 (1.3 MB; required, various libraries)
XFree86-100dpi-fonts-4.0.3.tar.bz2 (1.2 MB; required, X fonts)
XFree86-75dpi-fonts-4.0.3.tar.bz2 (1.1 MB; required, X fonts)
XFree86-PEX-fonts.tar.bz2 (8 kB; required, X fonts)
XFree86-Speedo-fonts.tar.bz2 (297 kB; required, X fonts)
XFree86-Type1-fonts.tar.bz2 (1.1 MB; required, X fonts)
XFree86-encodings-fonts.tar.bz2 (316 kB; required, X fonts)
XFree86-misc-fonts.tar.bz2 (5.7 MB; required, X fonts)
xfree86-4.0.3-devel.tar.bz2 (1.8 MB; required, defines screen colors)
xfree86-4.0.3-Xterm.tar.bz2 (364 kB; required, terminal emulator)
xfree86-4.0.3-XWin.tar.bz2 (1.5 MB; required, server executable)
xfree86-4.0.3-XClients.tar.bz2 (8.7 MB; optional, additional X utilities, e.g. xhost)
xfree86-4.0.3-twm.tar.bz2 (192 kB; optional, Tim's Window Manager)
vtwm-5.4.5a.tar.bz2 (192 kB; optional, supersedes Tim's Window Manager)
Download of Cygwin/XFree86 binaries is now complete