I even downloaded smaug1.4a_mxp.tgz again, and installed it in the cygwin/home/(mynamehere) dir, and unpacked it and everything following your instructions. Now, the lack of the exe isn't killing me, becuase I can get a smaug server executable, but I can't make clean anything when i install snippets becuase I get that same error.
For some reason when I try to use Cygwin for editing my source code, the commands that you use in your example dont work, like with grep where you said to add the -n at the end so that it would show the line number, it will show me the search results, but without the number, and then after the search listing, it say that -n is not a known command. What I have been told is that there is a new version of cygwin since you wrote the example, is there any way I can get the old version?