I broke down and got the native windows port rather than cygwin, because lablgtk is so much easier to install with it. However, when I try to compile natively, I get:
 
ocamlopt -c -thread -I +lablgtk -I /cygdrive/d/Frank/lib rnd.ml
Fatal error: exception Invalid_argument("Filename.temp_file: temp dir nonexisten
t or full")
 
Can anyone help me out ?
(Please cc my email address)
 
Cheers
Frank Dellaert
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Asst. Professor, College of Computing
Georgia Institute of Technology
http://www.cc.gatech.edu/~dellaert/