Thanks for the reply.
Apparently there is a "problem" under CYGWIN trying to log in as 'root' or trying to chown a file to root. Even creating a WinXP user account 'root' does not solve the problem. To get around this, I editted out the section in src/conf/config.c that did the file attribute check and it finally executed!!
*** Welcome to JTAGER-0.3.0 ......
*** Copyright (C) 2003-2004, Rongkai Zhan <firstname.lastname@example.org>
JTAGER is a free software, covered by the GNU General Public License, and you
are welcome to change it and/or distributecopies of it under certain conditions.
There is absolutely no warranty for JTAGER.
You can type 'help' command to get a list of all commands. You aslo can
type 'help <command>' command to get a verbose information about the command.
All commands are case-insensitive, and has GNU-style long command options.
Using parallel data port and status port -- 0x378 and 0x379
Jtag interface has been reset successfully!
target core type: ARM920T
Now on to the hardware part - got to get a jtag wiggler cable and serial level shifter (ugh!)
Thanks again for all of the help!