Trying to install Nominatim on Windows; gazetteer.so does not exist

I’m using Cygwin and am trying to deploy Nominatim locally. I’ve built GEOS, PostgreSQL, and OSM2PGSQL from source without problems (the Linux way, in Cygwin), and have been following the instructions here:

http://wiki.openstreetmap.org/wiki/Nominatim/Installation

One of the steps says to go to the gazetteer subdirectory of osm2pgsql and run ‘make’. I did that and it successfully created the SQL files. However, gazetteer-functions.sql depends on a file called gazetteer.so, which does not exist. When I tried changing the path to point to gazetteer.a instead (which was built when building osm2pgsql), psql complains that it’s not a valid Win32 library. So I guess it has to be a DLL on Windows? Is there any way to get Nominatim to work on Windows?

I attempted to just steamroll through the remaining steps but loaddata.sql errors out due to the bad transliteration function (which is the one that depends on gazetteer.so).