I\'m heavily using Cygwin (with PuTTY shell). But, it\'s quite tricky to invoke cl.exe (that is, the Visual C++ compiler toolchain) in the Cygwin Bash shell. R
Another alternative is to open up vcvars32.bat (or vsvars32.bat, which does the real work in recent version of Visual Studio), look at what it does, and replicate that in the appropriate shell script.
It's not particularly complex - all it does is set a bunch of environment variables.