You have to type in the .bat suffix.

jar
    Limitations when specifying jar file paths.
    	Can not use absolute paths in the Cygwin dir tree.
	I think that you can't give paths that transcend the 
	Cygwin/Win threshold.

ln works
Redirection and & work.  However, see BREAKING below

Doesn't have many IMPORTANT programs
WRONG.  Search for the package at http://www.cygwin.com/packages/

Elvis.  I downloaded somebody's pre-build vi.exe and popped it into
/usr/bin.  This version uses config file of /.exrc.

BREAKING
If you Ctrl-C, processes in the background get the signal.


FOR UPDATING OR ADDING PACKAGES, just re-run setup.exe.  Download setup.exe
from the home page of cygwin.com.  Program doesn't tell you that it supports
updating.  Just proceed as if you are doing a new install.
As mentioned above, check http://www.cygwin.com/packages/ to find what
packages contain which programs.
    Admin
        cygrunsrv
        shutdown
    Archive
        unzip, zip
    Devel
        cvs
        subversion
    Doc
        xpdf
    Editors
        vim
        gvim
    Interpreters
        perl
    Net
        inetutil
        openssh
        openssl
        ping
        rsync
        ttcp
        whois ? Missing?
    Perl
        perl
        perl_manpages
    Shells
        pdksh
        rxvt
        rxvt-unicode-X
    _obsolete  (Need to uncheck "Hide obsolete packages" box).
        more
    System
        util-linux
    Graphics
        ImageMagick
    Utils
        bc
        file
        diffutils
    Web
        wget
    X11
        xorg-x11-xwin
        X-startup-scripts
        X-start-menu-icons
        xorg-x11-man-pages
        xpdf
X is the package X11/xorg-x11-base
- imlib libXft-devel
Copy ...*default*/ssh_config to /etc/ssh_config and enable X forwarding.
Imprived rxvt = urxvt[-cd]-X
   man rxvt-unicode-X
Replace crappy cmd.exe with rxvt:
http://freemode.net/archives/000121.html
    Just copy my Xdefaults to $HOME/.Xdefaults (FOR EACH USER)
    and modify /Cygwin.bat like mine (must fix paths).
N.b., it does not work to move the Xdefaults file to
    /usr/X11R6/lib/X11/xinit/.Xresources or
    /usr/X11R6/lib/X11/appdefaults/Rxvt.
+ download startxwin.bat, Cygwin.bat


INSTALLATION PROCEDURE
    Run setup.  Accept all defaults, except...
        Choose a download site.
    IMPORTANT:  Following steps probably not necessary for standalone PCs,
     but do do the last step!
    N.b.  After running "mkpasswd -d -l > /etc/passwd"
    and "mkgroup -d -l > /etc/passwd", verify that the right domain got
     written to the password file.  If not, give domain arg to mk* command(s).
    Downloaded stuff is stored and retained into the "Local Package Dir"
     (not the "Install Dir!).  Remove this stuff when done if not needed.
     They are stored in Cygwin-Server-specific directories.
    setup.exe uses /etc/setup/* under Install Dir if it exists.
    Copy /etc/skel/.profile and /etc/skel/.kshrc into place.
    Copy /home/Administrator's into place, changing $ in prompt to #.
    IMPORTANT:  Edit /etc/passwd manually and share Windows home dir with
     Cygwin home dir.  This eliminates a lot of synchronization maintenance.
         Change home directories from /home/* to /cygdrive/c/docume~1/*
    SSH
        Log out and back into Windows to get passwd/group file mods.
        Run ssh-host-config (set CYGWIN to "ntsec tty"
        Can start with "cygrunsrv -S sshd"
        When logging in using a domain acct, use password like
         domain/UserName???   ... not working

MIRRORING
    http://sources.redhat.com/cygwin-apps/package-server.html
    Does not say that you need to run genini like
        path/to/genini --output=setup setup.ini

    Good rsync source site is mirrors.averse.net::cygwin
    (cf. to mirror.rhsmith.umd.edu::cygwin).

    rsync --exclude tmp -PzHtrlv mirror.rhsmith.umd.edu::cygwin cygwin

    CUSTOM INSTALL.  Need to generate my own setup.ini file, which should
    be easy if the .../cygwin directory at redhat were readable as it should
    be.  STUCK!!!  Note:  I think need to install rpm perl-Archive-Zip*.rpm
    in order to run upset script.