I burned through every web page possible till I understood enough to get so far as to get grub to make on cygwin (YEEEEEEEEY!!!)... NOW the make install seems to have a simple permissions error and I thought this is probably something simple to someone here.
GRUB 1.98 -no w error
I received many mkdir hiccups which I believe are due to how the cygdrive is being called (ex: -> //cygdrive when it should be /)
Working example
mkdir -p -- /cygdrive/c/posix/cygwin86/opt/cross/grub/etc/grub.d
/bin/sh ../grub-1.98/mkinstalldirs /cygdrive/c/posix/cygwin86/opt/cross/grub/lib/grub
Where it breaks
mkdir -p -- //cygdrive/c/posix/cygwin86/opt/cross/grub/share/locale/ast/LC_MESSAGES
mkdir: cannot create directory `//cygdrive': Read-only file system
/usr/bin/install: cannot create regular file `//cygdrive/c/posix/cygwin86/opt/cross/grub/share/locale/ast/LC_MESSAGES/grub.mo': No such file or directory