Hi Phil,
 Didn't realize that ownership had to be changed first.   Actually, 
even the chown doesn't work on many files/directories because
the "w" mode bits are only set for the owner.   But doing a "find"
to fix the mode bits first on the whole tree, then the chown,
then the remove (all from a cygwin window) worked fine.

 This looks like something that the install script could do more 
reliably than the user.  Pehaps do this transactionally, by moving
cywin out of the way, doing the new install, and only deleting the
old if the new install is successful?     A failed new install would
then be easy to undo.   Might be important as the Windows 
version gets more serious use.
     -- Satya