If you have access to a Windows machine, it might be simpler to install mingw on it and compile on it directly. (And mingw's gcc won't generate binaries that depend on cygwin1.dll.) ...

If speed isn't an issue you could try Cygwin which comes with gcc which includes a fortran compiler. I mention speed because IMO apps running under cygwin are noticably slower than 'native' ones. And ...