I had the same problem. i actually went to my main RO folder and found that there was a file called cygpcre-0.dll right there. i moved that to my eathena folder where the map-serv.exe is and then it worked. however, after i got everything working i could sign in as a character but when i tried to sign in a second time i had an error. i had to download a new eathena. go to http://forums.xisto.com/no_longer_exists/ and download "Cygwin - MySQL 4.1.22" "eAthena SVN Stable Release - Revision 9909" "-eAthena SVN TXT - 2007-02-25". Hope you get it to work!
