Didn't know where to put this...
I've gotten to the part where I have svn checkout'd the psptoolchain.
I was told I needed to update via svn update on cygwin, so I did just that and it said:
"At revision 2487"
Not sure what this meant, I then was told to do this: "./toolchain.sh"
ls: cannot access /usr/include/gmp.h: No such file or directory
ERROR: Install gmp before continuing.
Now what? >_<