How to install packages in Cygwin

While Iv'e known and used Cygwin before I really never leveraged it in a pen-test until today.
After installing cygwin however it needs to be updated to add the packages you need for the required task. Took me a few minutes to figure out how to do this so here are the instructions that worked.

1) Find the cygwin setup.exe file from http://cygwin.com/ and run it.
2) Click/enter preferences until you reach the "Select Packages" window. (See image)
3) Click (+) for Net
4) Click the entry for curl. (Make sure you select the checkbox for the Binary)
5) Install.
6) Open a cygwin window and type curl.exe (should be available now).

Ref: http://stackoverflow.com/questions/3647569/how-do-i-install-curl-on-cygwin