Cygwin software offers Linux-like environment for Windows making it possible to port software running on POSIX systems (such as Linux, BSD, and Unix systems) to Windows. However, sometime you just wanna run bc or wget under Windows without going through Cygwin. Here are some ports of common GNU utilities to native Win32. In this context, native means the executables do only depend on the Microsoft C-runtime (msvcrt.dll) and not an emulation layer like that provided by Cygwin tools. A must download for die hard gnu folks working on windows systems :)
Download GNU utilities for Windows
Updated for accuracy.