Preparation:

Install a real text editor:
(you need a real editor; notepad simply won't do; don't punish yourself by insisting on using notepad).
install Cygwin Midnight Commander (so that you can use Midnight Commander's editor),
or
install notepad++ (use Google search to find notepad++).

To check if you need to manually edit the /etc/group file:
(while in the black cygwin screen)

cat /etc/passwd

Look for your current Windows login name
Then look at the fourth field. [fields are separated by colons] Note the value.
This value is called a GID (group ID)

cat /etc/group

Look for the line that begins with Users.
Look at the third field, it should be the same as the GID above.
If not, edit /etc/group so that it agrees.

Thanks to John Skiggn of Cingular Wireless in Seattle, Washington, USA