Mercurial on Cygwin
The Mercurial instance that comes with Cygwin is old, and has some problems (for instance, it doesn't deal with spaces in directory names, ugh). You want to get a newer one.
The simplest way seems to be to use Python's easy_install program. For this, you need setuptools:
http://pypi.python.org/pypi/setuptools
Get the proper egg for your Python version, then run it:
sh setuptools-0.6c9-py2.5.egg
After that, you can install the mercurial package:
easy_install -U mercurial
Note: if you need a proxy, you need to set an environment variable like this:
export http_proxy="http://user:password@proxy:port"
If your proxy config is screwed up, it often just looks like no newer version of the software is available.
You can follow basically this same procedure to install Mercurial on any UNIX-like system (Solaris, AIX, whatever) that has Python installed.