1. Install cygwin with postgre sql 8.1.0
2. run /usr/bin/cygserver-config to run cygserver, set environment variable CYGWIN=server and make sure if cygserver is runing on services of Windows XP. cygrunsrv -S cygserver to start it.
3. initialize database data file: /usr/sbin/initdb -W -D /usr/local/pgsql/data
4. start postgre sql server : /usr/sbin/postmaster -D /usr/local/pgsql/data >logfile.log 2>&1 &
5. createdb test
6. psql test
It is quite easy to install postgre shipped with cygwin on cygwin. If you download postgre from postgresql.org, compile it and install it, you have to deal with ipc-daemon2. I cannot install postgre sql in this way.