Files missing after installation

I am simply trying to install Cygwin on my new OQO (with Windows XP SP2) and it is not completing installation correctly. I've searched Mailing List Archive and FAQ but still have not found answer. Below is summary of what I did: (1) Downloaded latest setup.exe (2) Ran setup with "Download With

setup - completely grayed out

I am trying to install Cygwin with latest setup (version 2.457.2.2). I already downloaded all files with "Download Without Installing", and now I am trying "Install from Local Directory". However, when I get to "Select Packages" screen, "Next" button is grayed out no matter what I do. Even w