You need to change your autoexec.bat to this:
SET PATH=C:\cygwin\bin;%PATH% SET C_INCLUDE_PATH=C:\cygwin\include SET CPP_INCLUDE_PATH=C:\cygwin\include\g++;C:\cygwin\include SET GCC_EXEC_PREFIX=C:\cygwin\lib\gcc-lib SET LIBRARY_PATH=C:\cygwin\lib
In DevC++ you need to go to Options/Compiler Options
Bin Directory c:\cygwin\bin\
Include Files . (a period)
C++ Include Files . (a period)
Libraries Directory.\ (a period and backslash)
I also updated my IDE link on my homepage to directly link to the DevC++ download site. At the time I wrote this DevC++ had a latest version of 4.01
I have included a link to Dev-C++ (called C++ Compiler IDE) on my main page. At the Dev-C++ site, go to latest version and download the Dev-C++ without compiler and the latest version 4.01.
After you download, you can use the install option in Winzip for installing Dev-C++ and you can use Winzip to extract the 4.01 version to your Dev-C++ directory.