While compiling under Cygwin, I was having issues with "X11/extensions/Print.h" missing. When i looked, it wasn't there. For some reason the package "libXp-devel" isn't included in the Cygwin distro. Here's what I did to fix it.
Downloaded an RPM from FC 9
Opened it up in 7-Zip
Copied the Print.h and Printstr.h out of this package to the "/usr/include/X11/extensions/" and recompiled without issues.