SFU installation on windows 2008 R2 goes into Cygwin setup

Hi

I'm installing SFU onto a windows 2008 R2 64-bit machine.

download works fine,it then unzips the setup package, and immediately begins a Cygwin net install setup program.I'm familiar with Cygwin..just wondering why Microsoft SFU is using Cygwin?! seems odd..also,what options are you supposed to select(if any)or do you do what I did, i.e., leave everything as 'default'and click install?

thanks.

Rob