"New Project" -> "C/C++ Project with Existing Makefile" -> (Project Name and 
Location) Next -> (Bild Actions) Next -> (Source File Folders) add path 
to "litesql-0.3.2" sorce folder
From speed menu on created project run "Build Project" -> throws dead loop 
with following messages in output:

make -f nbproject/Makefile-Default.mk SUBPROJECTS= .build-conf
make[1]: Entering directory `/cygdrive/c/a/MakefileProject4'
cd .;\
make -f Makefile
make[2]: Entering directory `/cygdrive/c/a/MakefileProject4'
make -f nbproject/Makefile-Default.mk SUBPROJECTS= .build-conf
make[3]: Entering directory `/cygdrive/c/a/MakefileProject4'
cd .;\
make -f Makefile
make[4]: Entering directory `/cygdrive/c/a/MakefileProject4'
make -f nbproject/Makefile-Default.mk SUBPROJECTS= .build-conf
make[5]: Entering directory `/cygdrive/c/a/MakefileProject4'
cd .;\
make -f Makefile
make[6]: Entering directory `/cygdrive/c/a/MakefileProject4'
make -f nbproject/Makefile-Default.mk SUBPROJECTS= .build-conf
make[7]: Entering directory `/cygdrive/c/a/MakefileProject4'
cd .;\
make -f Makefile
make[8]: Entering directory `/cygdrive/c/a/MakefileProject4'
.................
and so on...

P.S: tested on Windows XP and sparc-Solaris 9