Jarva,
Cygwin/XFree86 is install completely with the Cygwin setup.exe
installer. There is no need to download the Cygwin/XFree86 binaries
seperately. In fact, the seperate binaries are old and probably broken
by now.
You need to start over and follow the instructions on the Cygwin/XFree86
I went through the whole download process, following the user's guide
(downloaded from setup.exe, downloaded all the required binaries) up to
the point where it wanted us to run cygwin (chapter 2), and it doesn't
work... cygwin just opens a window for half a second and then closes on
me. Help