For help in using setup.exe to install cygwin

[Xiaoyuan Deng]

Dear Sir/Madam,

   I am trying to install the cygwin in my Windows NT 4.0 system, but I
am
encountering the problem: I cannot go further after the "Direct
Connection"
 procedure (I am using the setup.exe way), it always goes bca to this
box
after trying to connect to the Internet. I am not very sure that if it
is
just the Internet problem(but it woks well in other applications). If I
can't install it in this way, do I have any other simple choice? Which
kinds of files do I need to download for my system to install it?

  Thank you very much for your help.

  With my best wishes,

  Xiaoyuan



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