Cygwin is a Linux-like environment for Windows. It consists of two parts: A DLL (cygwin1.dll) which acts as a Linux emulation layer providing substantial Linux API functionality. A collection of tools, which provide Linux look and feel. The Cygwin DLL works with all non-beta, non "release candidate", ix86 32 bit versions of Windows since Windows 98, with the exception of Windows CE. http://www.cygwin.com/

Also KDE for Cygwin how to install: http://www.devhood.com/tutorials/tutorial_details.aspx?tutorial_id=588