Change Cygwin startup target to use batch file with the following contents
@echo off C: chdir C:\cygwin\bin set EDITOR=vi set VISUAL=vi set CYGWIN=codepage:oem tty binmode title rxvt -e bash --login -i
Create or adapt ~/.Xdefaults to have the following settings so that rxvt looks nice
! ~/.Xdefaults - X default resource settings Rxvt*geometry: 130x60 Rxvt*background: #000020 Rxvt*foreground: #ffffbf !Rxvt*borderColor: Blue !Rxvt*scrollColor: Blue !Rxvt*troughColor: Gray Rxvt*scrollBar: True Rxvt*scrollBar_right: True Rxvt*font: Lucida Console-12 Rxvt*SaveLines: 2000 Rxvt*loginShell: True ! VIM-like colors Rxvt*color0: #000000 Rxvt*color1: #FFFFFF Rxvt*color2: #00A800 Rxvt*color3: #FFFF00 Rxvt*color4: #0000A8 Rxvt*color5: #A800A8 Rxvt*color6: #00A8A8 Rxvt*color7: #D8D8D8 Rxvt*color8: #000000 Rxvt*color9: #FFFFFF Rxvt*color10: #00A800 Rxvt*color11: #FFFF00 Rxvt*color12: #0000A8 Rxvt*color13: #A800A8 Rxvt*color14: #00A8A8 Rxvt*color15: #D8D8D8 ! eof