Add a NO_HTMLHELP option, and enable it by default in the Cygwin Makefile,

[u/mdw/putty] / windows / website.url

[InternetShortcut]
URL=http://www.chiark.greenend.org.uk/~sgtatham/putty/
\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0\0