I have followed the guide on your page:

http://webdev.cegit.de/snapshots/kde-cygwin/kde/kde3.4/

and KDE runs fine. I am now trying to install Kile but when I run the ./configure I \
get this error:

you need to install kdelibs first.

If you did install kdelibs, then the Qt version that is picked up by
this configure is not the same version you used to compile kdelibs.
The Qt Plugin installed by kdelibs is *ONLY* loadable if its the
same Qt version, compiled with the same compiler and the same Qt
configuration settings.

Hope you can help!
Thank you,
Islam