Try to configure it with machine=hppa, worked for me (W7pro_64 + cygwin 1.7.9 + Math-Pari-2.01080605.tar.gz): 
perl Makefile.PL machine=hppa
make
make test
make install

[download]

In reply to Re: Fun (pain) installing Math::Pari on cygwin. by MrCricket
in thread Fun (pain) installing Math::Pari on cygwin. by anneli

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