Installing cygwin on new box, getting "cygwin1.dll is missing"

Sat May 19 01:02:00 GMT 2012

Today I started trying to install Cygwin on a new Win7 box.  It took a long time to get to the end, which included many "Can't open (null) for reading: No such file" dialogs along the way.  When it finally got close to finishing, I got a dialog which just says:

"The program can't start because cygwin1.dll is missing from your computer."

I've searched for occurrences of this particular symptom, but I didn't see anything useful.

What's curious is that when I try to dismiss the dialog, it just redisplays.  Fortunately, it's not a modal dialog, so it lets me click "Cancel" on the setup dialog.  Also curiously, that doesn't even cause the "The program ..." dialog to go away.  Clicking OK at that point makes it go away.

I've tried this several times, with the same result. 

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