Since a step by step guide for cross compiling a kernel and installing it on the pi2 is pretty much non-existent, here is my guide.
Ok, first step, install Ubuntu. You will need to be able to mount the SD card for the Pi, so doing it in HyperV isn't going to work, you can't mount SD Cards as block devices. I didn't try VMWare or VirtualBox, I just used an old laptop, worked great as it had an SD Card slot in it.
Once you have Ubuntu installed and set up, update it to the latest and greatest, n