Cygwin Bash window disappear?!

[Daniel mark <danielmarkhot at hotmail dot com>]

Hello all:

I met a very strange problem as follows:

After I finish installing the latest version of cygwin on my computer, I try to
run C:\cygwin\cygwin.bat. The only thing I got is a black window splash for a
second and then immediately disappear.

I have fully installed all cygwin package and test all package without problem
by using the package test tool provided by cygwin.

I have tried to install it for 3 times!! still the same problem

My machine is using AMD chip with XP professional


Thank you
-Daniel


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