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cannot make a directory called "aux"

This is a strange problem.  

Here are the basics:
in your home directory (or any directory from cygwin) try to "mkdir aux".  For 
me this fails with the following complaint:

$ mkdir aux
mkdir: `aux' exists but is not a directory

Anyone seen/know of a problem like this?  I'm running WinXP with cygwin:
$ uname -a
CYGWIN_NT-5.1 gw600 1.5.5(0.94/3/2) 2003-09-20 16:31 i686 unknown unknown 

More info
in the same directory in which mkdir aux was attempted ls -al give the 
following (note no aux file, directory or otherwise):

$ ls -al
total 12
drwxrwxrwx+   4 Troy A.  None            0 Feb  8 19:04 .
drwxrwxrwx+   3 Troy A.  None            0 Jan 31 12:29 ..
-rw-------    1 Troy A.  None         6459 Feb  7 13:19 .bash_history
-rwxr-xr-x    1 Troy A.  None          533 Jan 31 11:10 .bash_profile
-rwxr-xr-x    1 Troy A.  None          625 Jan 31 11:10 .bashrc
-rw-------    1 Troy A.  None          188 Feb  6 12:52 .cvspass
-rw-------    1 Troy A.  None          286 Feb  7 11:16 .history
-rwxr-xr-x    1 Troy A.  None          267 Jan 31 11:10 .inputrc
drwxr-xr-x+   2 Troy A.  None            0 Feb  8 22:02 .ncftp
drwx------+   2 Troy A.  None            0 Feb  9 00:28 .ssh

I ran into the problem when trying to cvs co a source tree that had aux as a 
subdirectory down several levels from the top.

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