gem install nokogiri on Windows XP

I issue the command "gem install nokogiri" on Windows XP console. I use
Cygwin.
And, I got the following errors, please help.

$ gem install nokogiri
Building native extensions. This could take a while...
ERROR: Error installing nokogiri:
        ERROR: Failed to build gem native extension.

        /usr/bin/ruby.exe extconf.rb
checking for libxml/parser.h... no

Try adding libxml2 to cygwin using the cygwin's setup.exe. You may
also have to add a few other libraries along the way but I'm sure you
will be notified of these as well.

- Nille

I believe the error message is pretty clear.

You need to install libxml2 in your cygwin installation to be able to install nokogiri. See the installation document for other dependencies.

do you have dev-tool installed? just checking.