I've installed cygwin environment on Windows. There is gcc 4.3. How to install gcc 4.4 in this environment?
The alternative is to build one yourself, but it will be extremely slow on cygwin. If you are a Linux user, you can build a native compiler (which runs in cmd.exe on windows, and produces native win32 binaries) on Linux. It is much faster (order of magnitude faster in my experience).
Otherwise, mingw is a good solution, although in my experience, the binary from equation.com work better for gcc 4.4 (there is no official gcc 4.4 from MinGW yet)