The latest releases of cygwin has a new handling of CRLF. If you install NEURON next to cygwin you might run into this problem.
There are two ways to handle this problem:
1.
Remove CRLF from the shell scripts you use. In PSPad this can be done by opening the file and then doing Format->Unix (LF) and then saving the file. Alternatively you can run dos2unix from within Cygwin on the shell scripts. The first shell script to fix will probably be /lib/mknrndll.sh and related shell scripts so you can compile your nrnmech.dll.
Remark: Hoc files can be left untouched.
2.
If you have administrator rights you can create a new Windows System Environment variable called SHELLOPTS (Source:http://cygwin.com/ml/cygwin/2007-01/msg00103.html ) and set it to igncr. (i.e. ignore carriage return). I haven't read about any succesfull attempts to make bash configuration files modifications to set this global variable, but it might be a triviality for bash gurus.