I am writing this because even tho there is a lot of the subjects and threads strewn all over the place, I became frusterated in trying to setup an environment and felt a bit more compelled to setup a walkthrough of the stuff you'd need to do this right and in my own opinion the easiest way.
So as a lot of people with Rockbox they want to personalize it a little bit so it feels more like their own because thats what Rockbox is about right! So I am going to give you instructions on how I went about doing this as it should make it simpler for everyone out there.
First you will need a linux environment and when it comes to this you can either choose to use a Cygwin (
http://www.cygwin.com/) environment which is allowing linux binaries and software to run in a win32 environment. The other way is to use a pre-linux setup environment which is available on the rockbox site (
http://www.rockbox.org/twiki/bin/view/Main/VMwareDevelopmentPlatform); myself personally option #2 is a lot easier to work with and I will explain why in a bit.
Next you'll need to be able to use these environments and thats where the VMWare Player (
http://www.vmware.com/products/player/) comes into play and with this you'll be able to use the debian environment available from this site.
Finally the last thing you will want is a program called WinSCP (
http://winscp.net/eng/download.php). WinSCP is a ftp program of sorts that allows you to transfer stuff from one computer to another over the SSH protocol which is usually installed by default in a linux environment now.
So once you have the Debian-4.7z file from rockbox you will need to extract it with a program like winrar or whatever you find the easiest and this will leave you with a few files and the most important is called
Rockbox.vmx. By double clicking this file VMWare will load the file and start the linux environment allowing you to use linux in a windows environment; I won't go into detail on how to use linux as that is upto you.
Now by using the wiki you will be able to download the source files and start modifying the source code and allowing you to customize Rockbox to your liking. Now after you have compiled a rockbox.zip file for redistribution or what you want to do with it to your liking you'll need to start the program called WinSCP.
If you are any bit familiar with ftp then WinSCP will be a cinch for you to learn and understand and all you will have to do is progress through the directories to wherever you were working and grab the zip file and easily transfer it to your Windows environment.
Thats pretty much all you need 3 simple programs to develop for Rockbox if you are using windows and have fun!