At first:
Please do not use so many different fonts when posting since it is a pain to edit your post, if there is something to edit - for yourself and also for moderators, thanks
I just checked my XP box and noticed there are very different permissions on DLLs in \WINDOWS\system32 and below. I guess a restore will be best - maybe one of the Win XP recovery option (I have no clue, sorry) can do some kind of roll-back?
-R stands for
recursive for many Unix/Linux commands. If unsure next time, do not hesitate to ask here.
If using cygwin just for tests, maybe stay in the default home directory of your cygwin installation and do not change out of it, ie. no "cd c:" if not necessary