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How to run a bash script that calls a Win exe under Windows without installing Cygwin?

Dear all,

I have gone through Cygwin FAQ and documentation, did some googling
but could not find any answer to my cross system problem.

I currently work under Win Vista and have a proper Cygwin installation
running perfectly.
I have to perform heavy tests on a Windows console executable program
say: MYPROG.exe (obtained by using MS Visual Studio).
To test such a program I have written a bash shell script, say:, that does the following things:
1/ Build up data files
2/ Launch my Win exe: MYPROG.exe
3/ Organise all the resulting data

This procedure works perfectly on my own machine and all my tests are
performed by only running in my Cygwin console.

Now, I need to perform the same test procedure on another Win Vista
machine where Cygwin is not installed. I therefore have to find a
solution around the Win prompt (cmd.exe).

Basically, I can copy anything on that machine but I cannot install Cygwin.

Is there a way to run my script within Win prompt by only
copying Cygwin dll (cygwin1.dll) at the right place and maybe changing
some settings ?

Would it be possible (better) to adopt another strategy that would be
to write a "macro" Win console exe file that can run in the Win prompt
and that would kind of embed / link with: cygwin1.dll,,
MYPROG.exe ?

I thank you in advance for any suggestion.

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