unix hidden in windows

[Itzak Ademic]

I have just installed Octave in a Win98SE system.
It's wonderful!  I plan to finally learn MATLAB.
Before all that, I have a question about the 
configuration of directories/folders,
GNUPlot and other UNIX tools tucked inside
my Programs\GNU \Octave directory.
I plan to install other open-source ports
and wonder if they can cooperate and use
a common set of tools or whether that would
just cause another form of "DLL Hell"?
In particular,  how can I move / reconfigure
GNUPlot, CYGWIN, etc. to be out from under
the Octave directory?  Was it setup that way for
a good reason, or did I inadvertently do this myself?
TIA



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