open cygwin command shell

export CVS_RSH="ssh"

cvs -z3 -d:ext:anoncvs@savannah.nongnu.org:/cvsroot/avrdude co avrdude

cd avrdude

edit the file bootstrap and remove the version-checkings (may be optional)

./bootstrap

./configure

make avrdude.exe

strip avrdude.exe

To update the avrdude-Version in WinAVR:
- copy avrdude.exe in winavr/bin  (Backup old version!)
- copy avrdude.conf in winavr/bin (Backup old version!)

start avrdude 

on errors (dll version mismatch) copy the current dlls from the 
 cygwin dir to the winavr/bin dir (cygwin1.dll and others if needed)
 (Backup old version!)

Newer version of avrdude (4.3.0 release) need cygwin to build the
avrdude.exe on MS-Windows-Systems but the binary does not depend
on cygwin-dlls any longer. So the avrdude.exe and avrdude.conf can
be used on systems without cygwin-dlls.