I use cygwin every day (and really love it). I used to run out of memory all the time because the default limit isn't all that much, considering...

From the user's manual:

Changing Cygwin’s Maximum Memory

By default no Cygwin program can allocate more than 384 MB of memory (program+data). You should not need to change this default in most circumstances. However, if you need to use more real or virtual memory in your machine you may add an entry in the either the HKEY_LOCAL_MACHINE (to change the limit for all users) or HKEY_CURRENT_USER (for just the current user) section of the registry.

Add the DWORD value heap_chunk_in_mb and set it to the desired memory limit in decimal MB. It is preferred to do this in Cygwin using the regtool program included in the Cygwin package. (For more information about regtool or the other Cygwin utilities, see the Section called Cygwin Utilities in Chapter 3 or use each the --help option of each util.) You should always be careful when using regtool since damaging your system registry can result in an unusable system. This example sets memory limit to 1024 MB:

regtool -i set /HKLM/Software/Cygnus\ Solutions/Cygwin/heap_chunk_in_m
+b 1024
regtool -v list /HKLM/Software/Cygnus\ Solutions/Cygwin
[download]

HTH...

--roboticus