msys and mingw?

[Bruce Sherwood <Bruce_Sherwood ncsu edu>]

It seems likely that someone on this list could tell me the current 
details on installing the latest msys and mingw on a Windows machine. 
I've been going around in circles on the web; I suspect that 
documentation and installation instructions no longer are consistent 
with download mechanisms. Mingw seems straightforward: there is a binary 
installer. Installation instructions also talk about a binary (exe) 
installer for msys, but I can't find it. There are also ambiguities 
about whether to install mingw first or msys first. I'd be grateful for 
instructions or a pointer. Thanks.

Bruce