OK, I have figured out what happened. CMake 2.4.7-1 was the first releaseof cmake done with cpack for cygwin. It was not generating gnu style tar files. I have changed that, so it should work with setup now.
Corinna, can you please upload:
http://www.cmake.org/files/cygwin/cmake-2.4.7-2.tar.bz2 http://www.cmake.org/files/cygwin/cmake-2.4.7-2-src.tar.bz2 cmake-2.4.7-1 should be removed as it does not work with setup. Thanks for all the help. -Bill