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New to cygwin, trouble using GSL


So, I have recently attempted to install gsl on in cygwin.  Here is the
output i get from using the "make" command:
http://old.nabble.com/file/p31708242/Untitled.png Untitled.png 
I'm really not sure what this means. Is there a particular directory I have
to compile everything in?
Any advice is appreciated. 

Thanks. 
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