A few months ago I did the original Installing RatProxy on Windows blog post that describes both how to install Cygwin (required for RatProxy) and RatProxy. The previous post does a great job of walking through the process of the installation, but I wanted to do a video for those that prefer the visual aide for these things. I have uploaded a video to YouTube that you can now view. The Installing RatProxy Video is available to view. I have also embedded it here for your convenience.