0) use a Mac (I'm sorry, I really am)
-1) install Cydia Substrate (in beta)
+1) install the official Apple iOS SDK
2) install Fink (the only sane choice)
3) activate Fink (. /sw/bin/init.sh)
-4) fink install bash ldid wget
+4) sudo fink install bash ldid tar wget xz
+5) run ./sysroot.sh and wait a bit
+6) type "make" to compile the executable