Native Nginx Windows builds can be found here: http://nginx.org
(The last available Nginx for Windows build that I built using Cygwin was Nginx for Windows 0.7.50, the full page of my builds are located here: Nginx For Windows.
nginx 0.7.3 for Windows was built on Vista Ultimate 32-bit and is known to work on Windows Vista, Windows XP Professional and Windows 2000 Professional.
nginx was compiled using Cygwin. If you have any other instance of cygwin1.dll on your system, you may have a conflict that won’t let you run nginx. Remove any Cygwin1.dll files and it should work.
If you find it useful, please use the PayPal Donate link on the sidebar to give a few cents. Thanks.