I have found a usable "grep.exe" as well as several other of the required programs. However, I need advice from the Masters of XEmacs on how to bundle these with the XEmacs installer. The natural place to stick these programs is in <install-root>/XEmacs-21.0/i386-pc-win32. However if they are installed there, and this dir is *not* added to PATH, then M-x grep still fails, saying "no such program: grep". There is nothing particularly clever in the "grep" function (in compile.el) which tells it to look anywhere special for the "grep" executable - it just executes it as a shell command assuming that the directory containing grep will be on the user's PATH.