How to make a Windows distribution for Bibledit.

Install Cygwin, include all the libraries needed, as described, and install 
Bibledit on it.

Within Cygwin, run file cygwin.clean. This file is in the bibledit tarball.
(This is to make the cygwin installation a bit smaller.)

Close X and reboot Windows.
(This is so that the installer does not exit on locked files.)

Remove all the users from the home directory, e.g. Administrator, Joe, etc., 
so that we remain with a clean home directory, without any users.

Move the newest XEP installation file to /usr/share/bibledit: the
zipped installation package (the license is there already).
(This is so that Bibledit automatically recognizes and installs XEP on startup.)

Install the Bibledit Windows Outpost on Windows.
(This is so that it gets included in the bibledit distribution, and Bibledit can
automatically start it when needed.)

Download and install Inno Setup on Windows, from http://www.jrsoftware.org.

Modify the version number in the bibledit.iss file. 
Copy it to the Windows installation
Run Inno Setup, and compile the bibledit distribution.

Rename the distribution so that it is named like bibledit-setup-x.x.exe.