JTAG is normally used to flash the ROM in embedded systems. Jtag tools are dongle like stuff connected to parallel port of PC that basically serially sends the bios. The first thing to be loaded is the bios. One example is blob. Blob, the boot loader. Bios inturn loads the Kernel. Example Kernal Image is 'zImage'.
jFalsh (alt) is a software that uses PC Parallel port for jtag communication with embedded systems.
Blob - one of the version from UK site is ftp://ftp.arm.linux.org.uk/pub/armlinux/people/xscale/lubbock/blob/
busybox combines tiny versions of many common UNIX utilities into a single small executable.
skyeye http://gro.clinux.org/projects/skyeye/ project seems to emulate/simulate ARM. Also give a way to use uClinux. Cygwin version requires TCL & X Windows to run.
ARM Tool Chain - cross compiler for Cygwin: http://www.gnuarm.com/