The bash shell is needed to run several shell scripts.
The bash shell is available for most of the UNIX-like platforms and as the bash package from the Cygwin setup.
If bash isn't already installed or available as a package for your platform, you can get it at: http://www.gnu.org/software/bash/bash.html.
After correct installation, typing at the bash command line prompt:
should result in something like:
GNU bash, version 3.1.17(6)-release (i686-pc-cygwin) Copyright (C) 2005 Free Software Foundation, Inc.
However, the version string may vary.