Guido Serassio is maintaining a project called SquidNT. It is branch of Squid's development tree that contains changes necessary for a native port of Squid to Windows NT, 2000, XP, and 2003. In other words, you can compile and run this version of Squid on Windows without any Unix emulation libraries. The code is known to compile with Microsoft's Visual C++ 6.0 compiler and under the MSYS+MinGW environment. Guido also provides some precompiled SquidNT binaries. You can find his work and more information on SquidNT by visiting http://www.serassio.it/SquidNT.htm.