Setting up Cygwin

Set home location by set HOME=E:\cygwinhome in cygwin.bat

Make it run you .bashrc every time you start a cygwin shell by creating a file .bash_profile with the following

case $- in
*i*) [ -f ~/.bashrc ] && [ -r ~/.bashrc ] && . ~/.bashrc
esac

from http://www.issociate.de/board/post/397417/Cygwin_Bash_problem.html