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Cannot compile because of cpp.exe: C:\TEMP/foo.i: Permission denied

I treied to make the various RCS files, and got this failure:
When trying to compile I got 
./ The command 'gcc  -Dhas_conf_h  -I. -I. -O  -o a.out a.c ' failed
a trivial program.

To track the problem down I manually ran the following 2 commands
which show the problem:

> echo 'main() { return 0; }' > a.c
> gcc -Dhas_conf_i -I. -O -o a.out a.c
cpp.exe: C:\TEMP/ccWsQgSx.i: Permission denied

Here are some relevant details:

> id
uid=500(administrator) gid=544(Administrators) groups=544(Administrators)

> ls -ld c:/temp
drwxrwxrwt   6 administ SYSTEM      32768 Jun  2 09:53 c:/temp/

> type cpp.exe
cpp.exe is /usr/bin/cpp.exe
> ls -l /usr/bin/cpp.exe
-rwxrwxrwx   1 administ None        75264 Jan 21 00:56 /usr/bin/cpp.exe*

> echo $CYGWIN 
ntsec ntea tty notitle

and CYUGWIN is now set before I launch bash.  (I set it in my Windows system

I seem to have some kind of permissions problem, but I do not know what it
or how to fix it!
I wonder if the name of the temp file has both C: followed by a backslash,
then TEMP
and then a forward slash is somehow related to this, or just a red herring.

Any help would be appreciated,

Here is the original attempt to run make that led me to the above problem.
530/temp/rcs/rcs-5.7> make
cd src && make all
make[1]: Entering directory `/temp/rcs/rcs-5.7/src'
rm -f a.*
ALL_CFLAGS=' -Dhas_conf_h  -I. -I. -O' \
CC='gcc' \
COMPAT2='0' \
DIFF3='/usr/bin/diff3' DIFF3_BIN='1' \
DIFF='/usr/bin/diff' DIFFFLAGS='-an' DIFF_L='1' \
ED='ed' \
RCSPREFIX='/usr/local/bin/' \
/bin/sh -x ./ 3>&1 >a.h 2>conf.err
./ testing permissions ... OK
./ testing compiler for plausibility ...
./ The command 'gcc  -Dhas_conf_h  -I. -I. -O  -o a.out a.c ' failed
a trivial program.
make[1]: *** [conf.h] Error 1
make[1]: Leaving directory `/temp/rcs/rcs-5.7/src'
make: *** [all] Error 2

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