I have installed cygwin on my windows XP desktop on C:. It works fine except when I launch a .ksh. I had this error message :
bash: ./xxx.ksh: /bin/ksh : Bad interpreter:No such file or directory
I 've looked in the /bin folder with ls -al ksh and I found ksh.exe.lnk (a shortcut in my windows explorer. The target of this shortcut exists on my filesystem - pdksh.exe). I 've changed in my xxx.ksh
And it works fine, but that's a ponctual solution...