I finally installed cabal-install in windows.. I had a copy of sh.exe for windows time ago so I could use bootstrap. The only additional thing needed is wget(http://users.ugent.be/~bpuype/wget/). 

finally I moved the resulting cabal.exe to ghc/bin 

2009/1/19 Duncan Coutts <duncan.coutts@worc.ox.ac.uk>

On Mon, 2009-01-19 at 01:36 +0100, Alberto G. Corona wrote:
> The problem with Windows can be solved once and for all when CygWIN
> will be considered  for Windows instead of MinGW. Is that possible?

The standard Windows build of GHC does not use Cygwin. So all the
programs built with GHC (like cabal) are native Windows programs and do
not understand Cygwin paths etc.

If you want to build GHC for Cygwin then there is quite a bit of work
for you to do to update GHC to build that way.

I get the general impression that most users would prefer not to have to
install Cygwin or MinGW at all.

Duncan