The windows filesystems, NTFS in particular, do not support filenames with the following characters:
Unfortuantely some unix programs DO use these characters. In my case, it is vpopmail which means the rsync fails with a rename error because of files like ".1109341722.21837.computername,S=2944:2,S.006340". If you try and create this file on windows it won't work because of the colon (:).
It seems like this problem could be solved by escaping the problem characters. of course, is the a cygwin problem or a cwrsync problem?