DOCBOOK-APPS: docbook->tex on Windows

I'm trying to set up docbook to generate pdf files via LaTeX on Windows NT.
I have MikTex version 1.20 and jade version 1.2.1.

When I do "make -f Makefile.jadetex" on Windows NT 4.0 (make is GNU make
from Cygnus), it fails. First there is no "hugelatex.tex" in MikTex, so the
command "tex -ini "&hugelatex" jadetex.ini" fails. If I change "&hugelatex"
to "latex", I get a little further, finally stopped by the error message

! LaTeX Error: File `fancyhdr.sty' not found.

Of course the messages is correct; MikTex doesn't contain the fancyhdr
package. Simply copying fancyhdr from a Linux distro of TeX to my PC doesn't
work, I guess I have to somehow tell LaTeX the package exists? I don't know
how to do this (I'm not a TeX expert).

In short, it appears that jadetex expects a particular configuration of
LaTeX. Is this right and what version is that? I'm not committed to MikTex.

/s jsr