The easiest way to do this is to do the following:
1) Run the program Cygwin setup.exe
2) Select "Download without installation"
3) When prompted, specify "Local Package Directory" - this should be different from your root directory specified in the previous step.
4) Select all the packages you need
5) Let the download continue
Now you need to put the entire directory of the local package on your CD, including the parent. So, if you installed the local package directory in c: \ temp \ CygPack, copy the CygPack directory to your CD without changing anything inside it. Then:
1) Run the program Cygwin setup.exe
2) Select "Install from local directory"
3) Select the package directory (CygPack)
4) Continue the installation
The most important part of this is to change nothing in the package directory and select the same top level that you used at boot time. The installer expects to find directories / files in a specific layout.
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