http://d.hatena.ne.jp/j_m/20071101/1193941693
上の優秀な資料をさらに親切にしただけです。
wget http://ftp.gnu.org/gnu/screen/screen-4.0.3.tar.gz
wget http://ftp.eq.uc.pt/software/pc/prog/cygwin/release/screen/screen-4.0.3-1-src.tar.bz2
tar xvzf screen-4.0.3.tar.gz
tar xvjf screen-4.0.3-1-src.tar.bz2
sed -e 's/__CYGWIN__/__MSYS__/g' screen-4.0.3-1.src.patch > screen-4.0.3-1.src.patch.msys
patch -p1 -d . < screen-4.0.3-1.cygwin.patch
patch -p1 -d . < screen-4.0.3-1.src.patch.msys
cd screen-4.0.3
autoconf
CFLAGS="-DNCURSES_STATIC" ./configure --prefix=/usr/local
make
make install
mkdir -p /var/run
touch /var/run/utmp
touch /etc/ttys