Walter fitz-Otho Geraldini married Gladys, daughter of Prince Rywallon of North Wales. Their sons chose the name de Windsor as their surname from the estates on which they were born and raised. One of their sons, Gerald de Windsor, married the famous Nesta, daughter of Rhys ap Tewdyr, Prince of South Wales. But it was warfare that first took Gerald to Wales. Henry I had appointed him Constable of the great castle of Pembroke (near present day Milford Haven), which had been built by Arnulf Montgomery and was the most important for/tress in South Wales. Gerald was also placed in charge of the Norman forces fighting the Welsh. In 1094, he won distinction by his gallant defense of the castle when the Welsh laid siege. Gerald, to make himself and his dependents more secure, married Nesta in 1095, the sister of Gruffuyd, Prince of South Wales. They had an illustrious family by whom the ports of Wales were reduced to ruins, and Ireland was afterwards stormed. By his marriage, Gerald obtained possession of a considerable territory in Wales as Nesta's dowry. He built for its defense a castle at Carew, of which ruins still remain.

Keating, Robert. "Gerald de Windsor." 18 Dec 2003. http://www.robertkeating.com/gdw.htm