Then cygwin was installed. It's worked well.
However some errors occured. Most of them were about permissions. But I must be an administrator....
Several days later, I found the cause. An administrator was no more the administrator by itself. You had to launch the program as ADMINISTRATIVE RIGHT. I mean you could do right click on shortcut of cygwin and then select 'Execute as administrative right'.
I could disable the function but this was a big advantage point from XP. So I decided to leave it available.
Nevertheless no cygwin's servers could start. As long as I watched the error logs, I should disable security function. Instead of that, I would try installing linux into an old PC which was surplus because of the Vista PC I bought.
To be contiuned.