I've built a CD-ROM that runs Cygwin X live from CD in a modest Cygwin environment. It's available at http://xlivecd.indiana.edu/.
Briefly, I was messing around to build Cygwin on a USB flash drive and posted to the Cygwin mailing list. Fergus pointed out his instructions for building a Cygwin CD. I realized that we have users who could really use Cygwin X on CD so I applied Fergus' instructions, made some modifications, and added a wizard to give the CD the feel of an application that has the sole purpose of running X. The scripts that I wrote to make the wizard work are under the GPL.
Enjoy,
Dick
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Dick Repasky Bioinformatics Support UITS Cubicle 101.08 Indiana University USA
[EMAIL PROTECTED]