I'm installing Cygwin on Windows XP, so I can run some linux apps, and I started installing it saving the Cygwin installer files on the desktop entitled "cygwin installer files"; however, after i choose my connection, and try to add internet URL's to download the installed packages needed I keep getting can't find this file, or can't open this pub, or this folder, or that folder, and I've tried 7 different mirrors, and I can't seem to get any files. I'm guessing it's Windows Live OneCare not really taking care of me at all? Firewall possibly? Anyway to fix this? I tried shutting down/off Live OneCare, but no dice ;(

Try downloading the whole install package first, then installing.