New Cygwin install and "configure: command not found" installing other packages

[Bill Klein]

I am new and know that I have done something wrong, but haven't been able to
find the solution in the FAQ or archives.

when I type
   .\configure
I am getting the 
  configure: command not found
message.

However, if I type
  sh .\configure

it works fine.  This happens when trying to install several different
packages.  I have read about CR/LF problems and I have used tar to "unzip"
the packages.  I even ran dos2unix on them and this does not help.

Right after I first installed Cygwin, this worked for the first package.
However, then it stopped.  I thought I had messed something up, so I totally
uninstalled everything (including Cygwin) and re-installed and still am
having this problem (and using "sh" first still works.

I am running on XP.  I have attached a cygchekc.out file and hope that
someone can tell me what obvious thing I have done wrong and how to fix it.

Thanks in advance.
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