activeMQ 5.9 not starting on cygwin on Win7

Hello,
I'm new to activemq and probably my question is very basic. I downloaded
5.9.0 binary for Unix and followed the getting started guide
<http://activemq.apache.org/getting-started.html#GettingStarted-UnixBinaryInstallation>
. However, when running bin/activemq I get the following syntax error:

My environment: Cygwin 1.7.1 on Win7, shell is bash 4.1.10(4), Java JDK
1.6.0_35, when I set $ACTIVEMQ_CLASSPATH one of the cygpath warnings
disappears. Do I need to set some other environment variables?

BTW, using the win binaries, it works.

Thanks
mhew