If you have the Cygnus gnu-windows32 port of the GNU utils, LilyPond will work in Windows-NT (/95/98?).

We still recommend you use Unix.  In particular, use GNU/Linux: We've been there, and we've seen it happen several times.  It is much easier and quicker to install RedHat Linux and LilyPond than to obtain, compile and install all the necessary tools to compile and run LilyPond on Windows.