I got my hands on Cygwin Bash Shell, it's suppossed to work as a Linux Shell on Windows, so shouldn't it be able to run the same bash commands??

Sort of.

Cygwin is a collection of GNU utils that have been ported to windows. It has the BASH shell, and it also has other shells. You still have to compile programs to work in Windows-- you just can't copy a util from a Linux installation to a thumbdrive, and expect it to work in Windows.

It's a neat set of programs, but it's no substitute for a "real" Linux/Unix environment. I use it all the time, though, to initiate remote X sessions with Linux/Unix boxes. This is a little known feature, but it's the best free X client available for Windows, IMO.

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