>You should be in a Cygwin shell.

Probably I'm missing something obvious but What does it mean being in a Cygwin 
shell.  I'm already using cygwin terminal inside of the petsc directory. This 
is how my command line looks like.


NOBODY at NOBODY      /cygdrive/....../Downloads/slepc-3.3-p3
$ ./configure 


Regards,                                          

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