Windows

Cygwin allows you to run many Linux and Unix programs under Windows. It is available at http://cygwin.com/ For the purposes of these instructions, we will take it for granted that you have already installed and set up Cygwin and X11. If you need help with those tasks or want more information about Cygwin and X11, consult the following:
Cygwin User's Guide: http://cygwin.com/cygwin-ug-net/cygwin-ug-net.html
Cygwin and X11 User's Guide: http://x.cygwin.com/docs/ug/cygwin-x-ug.html

Run the Cygwin setup program and select the following under the Libs directory (the versions that I installed are in parenthesis):

These libraries will draw in a number of other dependencies. Complete the setup process to install the libraries.

You will also need to install the Standard MIME Type Database from http://www.freedesktop.org:
http://www.freedesktop.org/Software/shared-mime-info
I was not able to find the database in the Cygwin setup utility, but the Gnome 2.4 on Cygwin project has a binary port available for download here:
http://sourceforge.net/projects/cygwin-gnome2/
Unzip and untar this file in the Cygwin root directory

Obtain the Rox Cygwin binary here (it will have "cygwin" in the file name):
https://sourceforge.net/project/showfiles.php?...

Extract the rox archive in the Cygwin root directory and run 'rox' in a command prompt. If everything is set up correctly you will be rewarded with a Rox Filer window.

Troubleshooting:

** (ROX-Filer:1760): WARNING **: Couldn't recognize the image file format for
file '/usr/local/apps/ROX-Filer/images/dirs.png'

The gdk-pixbuf library does not have up-to-date information about available image loaders. You can remedy it with the following command: 

#gdk-pixbuf-query-loaders > /etc/gtk-2.0/gdk-pixbuf.loaders

** (ROX-Filer:2108): CRITICAL **: file mount.c: line 212 (read_time): assertion
`stat(path, &info) == 0' failed

It is caused by a missing /etc/fstab. If you do not have one, create one: 

#touch /etc/fstab

No fonts found; this probably means that the fontconfig
library is not correctly configured. . .

You need to set up your /etc/fonts/fonts.conf file. My fonts.conf listed several directories, none of which existed. I added /usr/X11R6/lib/X11/fonts, which did exist, to the list. I also downloaded the Gnome Bitstream Vera Fonts (http://www.gnome.org/fonts/) and extracted them into /.fonts. Then run the following command: 

#fc-cache

to index the font directories.

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