I just started playing with GNU tools and Atmel EB40.
As you have writen i have installed cygwin and downloaded
prebuild gnutools.
I wanted to upload redbood to the EB40, but it did not worked
as you documented. I could not connect with GDB to Angel.
As i found this is becouse of some changes in Cygwin.
See more (and the patch for GDB) on :
http://sources.redhat.com/ml/gdb/2003-09/msg00290.html
There was some conversation about this problem.
Please make a note on your (very good) step-by-step tutorial
to use an _older_cygwin_.
Please note that this is my first touch on GNU tools and my first
error report.