+1. Grab the latest [MSYS2 installer][msys2] and go through the installer.
+
+2. Run `mingw32_shell.bat` or `mingw64_shell.bat` from wherever you installed
+ MSYS2 (i.e. `C:\msys64`), depending on whether you want 32-bit or 64-bit
+ Rust. (As of the latest version of MSYS2 you have to run `msys2_shell.cmd
+ -mingw32` or `msys2_shell.cmd -mingw64` from the command line instead)
+
+3. From this terminal, install the required tools:
+
+ ```sh
+ # Update package mirrors (may be needed if you have a fresh install of MSYS2)
+ $ pacman -Sy pacman-mirrors
+
+ # Install build tools needed for Rust. If you're building a 32-bit compiler,
+ # then replace "x86_64" below with "i686". If you've already got git, python,
+ # or CMake installed and in PATH you can remove them from this list. Note
+ # that it is important that you do **not** use the 'python2' and 'cmake'
+ # packages from the 'msys2' subsystem. The build has historically been known
+ # to fail with these packages.
+ $ pacman -S git \
+ make \
+ diffutils \
+ tar \
+ mingw-w64-x86_64-python \
+ mingw-w64-x86_64-cmake \
+ mingw-w64-x86_64-gcc
+ ```