Add notes about targeting Cygwin GCC

[SVN r16380]

doc/building.html

@@ -41,6 +41,8 @@
 
           <dt><a href="#results">Results</a></dt>
 
+          <dt><a href="#cygwin">Notes for Cygwin GCC Users</a></dt>
+
           <dt><a href="#testing">Testing</a></dt>
         </dl>
       </dd>
@@ -171,6 +173,27 @@
       </tr>
     </table>
 
+    <h3><a name="cygwin">Notes for Cygwin GCC Users</a></h3>
+
+    <p>If you are using Cygwin GCC to build extension modules, you
+    must use a Cygwin build of Python. The regular Win32 Python
+    installation that you can download from <a
+    href="http://www.python.org">python.org</a> will not work with
+    your compiler because the dynamic linking conventions are
+    different (you can use <a href="http://www.mingw.org/">MinGW</a>
+    GCC if you want to build extension modules which are compatible
+    with a stock Win32 Python). The Cygwin installer may be able to
+    install an appropriate version of Python, or you can follow the
+    traditional <a
+    href="http://www.python.org/download/download_source.html">Unix
+    installation process</a> to build Python from source.
+
+    <p>The special build configuration variables listed above as
+    &quot;Cygwin only&quot; make it possible to use a regular Win32
+    build of bjam to build and test Boost.Python and Boost.Python
+    extensions using Cygwin GCC and targeting a Cygwin build of Python.
+    
+
     <h3><a name="results">Results</a></h3>
 
     <p>The build process will create a