bash:

$ umount -A
close the rxvt window with the x-shaped button at top right corner of most Windows "windows"
--

 Move
	C:\Program\Cygwin\
 to
	C:\Cygwin-OLD\
 to make it disappear for any forthcoming Cygwin tasks.

-- setup.exe 2.427 --
started from a windows shortcut with
"setup.exe --no-md5" in Program/cmd line:

---------------------------
Cygwin Setup: SETUP.EXE - Application Error
---------------------------
The instruction at "0x00485fbd" referenced memory at "0x00000000". The memory could not be "written".

Click on OK to terminate the program
Click on CANCEL to debug the program
---------------------------
OK   Cancel   
---------------------------

-- setup.log.full --
2004/10/31 20:45:24 Starting cygwin install, version 2.427
2004/10/31 20:45:24 Current Directory: G:\
2004/10/31 20:45:24 Changing gid to Users
2004/10/31 20:45:24 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 20:45:28 Ending cygwin install

-- setup.log --
2004/10/31 20:45:24 Starting cygwin install, version 2.427
2004/10/31 20:45:24 Current Directory: G:\
2004/10/31 20:45:24 Changing gid to Users
2004/10/31 20:45:24 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 20:45:28 Ending cygwin install


-- SECOND TRY --
Removed ALL registry entries related to cygwin

started from a windows shortcut with
"setup.exe --no-md5" in Program/cmd line:
--
Install from local directory
Root dir++: E:\cygwin, all users, unix
Local package dir: G:\
 <same as used for C:\Cygwin-OLD\ previously, unchanged since then>
Parsing ini file...
--
---------------------------
Cygwin Setup: SETUP.EXE - Application Error
---------------------------
The instruction at "0x00485fbd" referenced memory at "0x00000000". The memory could not be "written".

Click on OK to terminate the program
Click on CANCEL to debug the program
---------------------------
OK   Cancel   
---------------------------
--
NOTE: setup 2.427 is the one currently on the webpage...

--
Peeking at http://cygwin.com/setup-snapshots/
reveals setup 2.431...
--
Started from windows as is, no shortcut, no nothing.
---------------------------
Cygwin Setup: setup-NEW.exe - Application Error
---------------------------
The instruction at "0x0047d577" referenced memory at "0x00000000". The memory could not be "written".

Click on OK to terminate the program
Click on CANCEL to debug the program
---------------------------
OK   Cancel   
---------------------------

Now then... 
Using "Install from internet" instead (from http://mirrrors.rcn.net/ as many initiated ppl seem to use it)

- Default -
Downloading...
99%: _update-info-dir00230-1.tar.bz2

---------------------------
Cygwin Setup
---------------------------
Download Incomplete.  Try again?
---------------------------
Yes   No   
---------------------------
NO ->
---------------------------
Cygwin Setup
---------------------------
Fatal Error: Uncaught Exception
Thread: install
Type: St16invalid_argument
Message: URL Scheme not registered!
---------------------------
OK   
---------------------------
-- var.log
2004/10/31 20:43:11 Starting cygwin install, version 2.427
2004/10/31 20:43:11 Current Directory: G:\
2004/10/31 20:43:11 Changing gid to Users
2004/10/31 20:43:11 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 20:43:13 Ending cygwin install
2004/10/31 20:45:24 Starting cygwin install, version 2.427
2004/10/31 20:45:24 Current Directory: G:\
2004/10/31 20:45:24 Changing gid to Users
2004/10/31 20:45:24 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 20:45:28 Ending cygwin install
2004/10/31 21:17:07 Starting cygwin install, version 2.427
2004/10/31 21:17:07 Current Directory: G:\
2004/10/31 21:17:07 Changing gid to Users
2004/10/31 21:17:07 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 21:17:11 source: from cwd
2004/10/31 21:17:14 root: F:\cygwin binary system
2004/10/31 21:17:15 Selected local directory: G:\
2004/10/31 21:17:19 Ending cygwin install
2004/10/31 21:18:10 Starting cygwin install, version 2.427
2004/10/31 21:18:10 Current Directory: G:\
2004/10/31 21:18:10 Changing gid to Users
2004/10/31 21:18:10 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 21:18:13 source: from cwd
2004/10/31 21:18:15 root: F:\cygwin binary system
2004/10/31 21:18:21 root: E:\cygwin binary system
2004/10/31 21:18:37 Ending cygwin install
2004/10/31 21:26:07 Starting cygwin install, version 2.431
2004/10/31 21:26:07 Current Directory: G:\
2004/10/31 21:26:07 Changing gid to Users
2004/10/31 21:26:07 Could not open service McShield for query, start and stop. McAfee may not be installed, or we don't have access.
2004/10/31 21:26:10 source: network install
2004/10/31 21:26:12 root: F:\cygwin binary system
2004/10/31 21:26:26 source: network install
2004/10/31 21:26:30 root: E:\cygwin binary system
2004/10/31 21:26:31 Selected local directory: G:\
2004/10/31 21:26:32 net: Direct
2004/10/31 21:27:00 site: http://mirrors.rcn.net/pub/sourceware/cygwin
2004/10/31 21:27:51 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/ash/ash-20040127-1.tar.bz2
2004/10/31 21:27:52 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/base-files/base-files-3.0-3.tar.bz2
2004/10/31 21:28:16 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/bash/bash-2.05b-16.tar.bz2
2004/10/31 21:28:19 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/bzip2/bzip2-1.0.2-6.tar.bz2
2004/10/31 21:28:20 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/cygutils/cygutils-1.2.5-1.tar.bz2
2004/10/31 21:28:30 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/cygwin/cygwin-1.5.11-1.tar.bz2
2004/10/31 21:28:37 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/cygwin-doc/cygwin-doc-1.3-7.tar.bz2
2004/10/31 21:28:40 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/diffutils/diffutils-2.8.7-1.tar.bz2
2004/10/31 21:28:40 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/editrights/editrights-1.01-1.tar.bz2
2004/10/31 21:28:44 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/fileutils/fileutils-4.1-2.tar.bz2
2004/10/31 21:28:45 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/findutils/findutils-4.1.7-4.tar.bz2
2004/10/31 21:28:50 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gawk/gawk-3.1.4-3.tar.bz2
2004/10/31 21:28:51 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gdbm/gdbm-1.8.3-7.tar.bz2
2004/10/31 21:28:53 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/grep/grep-2.5-1.tar.bz2
2004/10/31 21:29:08 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/groff/groff-1.18.1-2.tar.bz2
2004/10/31 21:29:09 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gzip/gzip-1.3.5-1.tar.bz2
2004/10/31 21:29:10 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/less/less-381-1.tar.bz2
2004/10/31 21:29:11 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/bzip2/libbz2_1/libbz2_1-1.0.2-6.tar.bz2
2004/10/31 21:29:11 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/libiconv/libcharset1/libcharset1-1.9.2-1.tar.bz2
2004/10/31 21:29:12 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gdbm/libgdbm/libgdbm-1.8.0-5.tar.bz2
2004/10/31 21:29:13 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gdbm/libgdbm-devel/libgdbm-devel-1.8.3-7.tar.bz2
2004/10/31 21:29:13 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gdbm/libgdbm3/libgdbm3-1.8.3-3.tar.bz2
2004/10/31 21:29:14 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gdbm/libgdbm4/libgdbm4-1.8.3-7.tar.bz2
2004/10/31 21:29:15 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gettext/libgettextpo0/libgettextpo0-0.14.1-1.tar.bz2
2004/10/31 21:29:21 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/libiconv/libiconv-1.9.2-1.tar.bz2
2004/10/31 21:29:27 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/libiconv/libiconv2/libiconv2-1.9.2-1.tar.bz2
2004/10/31 21:29:27 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gettext/libintl1/libintl1-0.10.40-1.tar.bz2
2004/10/31 21:29:28 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gettext/libintl2/libintl2-0.12.1-3.tar.bz2
2004/10/31 21:29:29 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/gettext/libintl3/libintl3-0.14.1-1.tar.bz2
2004/10/31 21:29:31 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/ncurses/libncurses5/libncurses5-5.2-1.tar.bz2
2004/10/31 21:29:33 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/ncurses/libncurses6/libncurses6-5.2-8.tar.bz2
2004/10/31 21:29:34 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/ncurses/libncurses7/libncurses7-5.3-4.tar.bz2
2004/10/31 21:29:36 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/ncurses/libncurses8/libncurses8-5.4-1.tar.bz2
2004/10/31 21:29:37 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/pcre/libpcre/libpcre-4.1-1.tar.bz2
2004/10/31 21:29:38 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/pcre/libpcre0/libpcre0-4.5-1.tar.bz2
2004/10/31 21:29:38 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/popt/libpopt0/libpopt0-1.6.4-4.tar.bz2
2004/10/31 21:29:39 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/readline/libreadline4/libreadline4-4.1-2.tar.bz2
2004/10/31 21:29:41 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/readline/libreadline5/libreadline5-4.3-5.tar.bz2
2004/10/31 21:29:42 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/readline/libreadline6/libreadline6-5.0-1.tar.bz2
2004/10/31 21:29:42 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/login/login-1.9-7.tar.bz2
2004/10/31 21:29:44 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/man/man-1.5o-1.tar.bz2
2004/10/31 21:29:45 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/mktemp/mktemp-1.5-3.tar.bz2
2004/10/31 21:29:47 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/ncurses/ncurses-5.4-1.tar.bz2
2004/10/31 21:29:49 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/readline/readline-5.0-1.tar.bz2
2004/10/31 21:29:51 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/sed/sed-4.1.2-1.tar.bz2
2004/10/31 21:29:55 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/sh-utils/sh-utils-2.0.15-4.tar.bz2
2004/10/31 21:29:57 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/tar/tar-1.13.25-5.tar.bz2
2004/10/31 21:29:58 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/termcap/termcap-20021106-2.tar.bz2
2004/10/31 21:30:00 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/terminfo/terminfo-5.4_20041009-1.tar.bz2
2004/10/31 21:30:05 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/texinfo/texinfo-4.2-4.tar.bz2
2004/10/31 21:30:09 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/textutils/textutils-2.0.21-1.tar.bz2
2004/10/31 21:30:10 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/which/which-1.5-2.tar.bz2
2004/10/31 21:30:11 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/zlib/zlib-1.2.2-1.tar.bz2
2004/10/31 21:30:11 Downloaded G:\/http%3a%2f%2fmirrors.rcn.net%2fpub%2fsourceware%2fcygwin/release/_update-info-dir/_update-info-dir-00230-1.tar.bz2
2004/10/31 21:30:11 mbox yesno: Download Incomplete.  Try again?
2004/10/31 21:33:42 mbox fatal: Fatal Error: Uncaught Exception
Thread: install
Type: St16invalid_argument
Message: URL Scheme not registered!
2004/10/31 21:34:02 Ending cygwin install

-- Contents of E:\Cygwin

E:\Cygwin>dir /b /s

E:\Cygwin\etc
E:\Cygwin\var
E:\Cygwin\bin
E:\Cygwin\lib
E:\Cygwin\tmp
E:\Cygwin\usr
E:\Cygwin\etc\setup
E:\Cygwin\etc\setup\timestamp
E:\Cygwin\etc\setup\last-cache
E:\Cygwin\etc\setup\last-action
E:\Cygwin\etc\setup\last-mirror
E:\Cygwin\etc\setup\last-connection
E:\Cygwin\var\log
E:\Cygwin\var\run
E:\Cygwin\var\tmp
E:\Cygwin\var\log\setup.log
E:\Cygwin\var\log\setup.log.full
E:\Cygwin\var\run\utmp
E:\Cygwin\usr\bin
E:\Cygwin\usr\lib
E:\Cygwin\usr\src
E:\Cygwin\usr\local
E:\Cygwin\usr\tmp
E:\Cygwin\usr\local\bin
E:\Cygwin\usr\local\etc
E:\Cygwin\usr\local\lib

-- Setup 2.431 once again...
Install from local dir... (as described before)
MD5 checking...
Select packages: Default (i.e. base)
Installing...

- All ok.