MinGW
Click here MinGw . Click the download link: "Download mingw-get-setup.exe". Then click the downloaded file "mingw-get-setup.exe"
If any of the following downloads is blocked by your browser, authorize the download (in IE, click the warning bar at the top).
If you get a "file corrupted" error on any of these downloads, download again.
Run the downloaded file, click "Run" again if needed, "No" if asked for newer version, then "Next", then "Download and install"
From here on just accept the defaults.
The "MinGW Installation Manager" window should pop up (if not, go to C:\MinGW\bin and click "mingw-get.exe").
Check "mingw32-base" and "mingw32-gcc-gfortran" by selecting "Mark for installation".Select the menu "Installation/Apply Changes". There will be a long download, very long if done over a WiFi connection.
Open Notepad and enter the following program in the window:
    program hello
    print *,"hello world"
    end program
Select "File/Save As ..." from the menu. Save in the directory "C:MinGW\bin" with the file name "hello.f95"
with "Save As type"" set to '"All files (*.*)".
On the Windows desktop, click "Start / run", enter "cmd" then, in the DOS window enter
"cd c:\fortran" then enter
"gfortran hello.f95 -o hello.exe" then, if no error messages show, enter
"hello". If you see "hello world" on the next line you have successfully installed the gfortran complier. Now try to install g95 compiler.
Click here Self-extracting Windows x86, g95-MinGW.exe to install the compiler "g95.exe". (Authorize the download if the browser blocks it.)
Click on the download or click "Run" as needed, then "Yes" to "This is the g95 MinGW install system. Continue?"
When asked for the "Destination Folder" enter: C:\MinGW
"Yes" if asked to install g95 in c:\mingw. Now set the PATH variables. On the desktop, right-click "My Computer",
select "properties/Advanced system settings/Environment variables"
In the "User Variables" box select/"PATH"/edit , at the end of the string add ";c:\mingw\bin" if it is not already there.
If there is no PATH variable in the User Variables box, select "new", then "PATH" for the "variable name" and "c:\mingw\bin" for the "variable value".
Likewise for the "System variables" select LIBRARY_PATH (if it is not there, select "new" than add "LIBRARY_PATH" for the "variable name")
Select LIBRARY_PATH / edit and, at the end of the string add ";c:\mingw\lib\gcc-lib\i686-pc-mingw32\4.1.2;c:\mingw\lib"
On the Windows desktop, click "Start / run", enter "cmd" then, in the DOS window enter
"cd c:\mingw\bin" then enter
"g95 hello.f95 -o h.exe" then, if no error messages show, enter
"h". If you see "hello world" on the next line you have successfully installed the g95 complier. If not, enter
    mingw-get upgrade "mingwrt=3.18.*"
Now run "g95 hello.f95 -o h.exe" again.
The easiest way to install MinGW is through mingw-get, a graphical user interface (GUI) application that helps you select which components to install and keep them up to date. To run it, download mingw-get-setup.exe from the project's host. Install it as you would any other EXE file by clicking through the installation wizard to completion.
If MinGW needs to be installed, then as recommended in the MinGW Getting Started documentation, use the Graphical User Interface Installer.First retrieve the mingw-get-setup.exe program (click on the link),which will save to the Downloads folder.
I used Wireshark and Procmon in order to investigate this issue.
I could see that mingw-get-setup.exe was first connecting to -get-0.6.2-mingw32-beta-20131004-1-bin.tar.xz?download, it was receiving a HTTP Code 301 (Moved Permanently, indicating a Location). It was then connecting to downloads.sourceforge.net/project/mingw/installer/mingw-get/mingw-get-0.6.2-beta-20131004-1/mingw-get-0.6.2-mingw32-beta-20131004-1-bin.tar.xz?download and it was receiving a HTTP Code 302 (Found) and then, it was starting over.