[CMake] configuring cmake with cygwin

[THE HIGHHAT]

> You should use the native windows binary for CMake from www.cmake.org with
> Unix Makefiles, and the modified make.  Set CXX and CC to the correct
> compilers before running cmake.

This combination will succesully generate the makefiles.

The native cygwin make does not work though.  Needed to use the one listed here:
 http://www.cmake.org/files/cygwin/make.exe

Object files and libraries build fine.

icl (Intel compiler) complains of "-c" option being invalid.  This is
added by CMake.  No big deal though.

Real problem is that the final link fails.  None of the sources depend
on MSVC components, but the linker adds quite a few libs:

 kernel32.lib user32.lib gdi32.lib winspool.lib comdlg32.lib
advapi32.lib shell32.lib ole32.lib oleaut32.lib uuid.lib kernel32.lib
user32.lib gdi32.lib winspool.lib comdlg32.lib advapi32.lib
shell32.lib ole32.lib oleaut32.lib uuid.lib

and other goodies like msvcrt.lib, libcmt, etc, that I cannot resolve,
even with some /nodefaultlib trickery.  This project is adapted from
autoconf'd sources that do not link any of these extra libs.


Thought it was tied to link, so I tried to force xilink.exe.. but
linking seems to be done by icl.exe instead.