Pasted from http://stackoverflow.com/questions/8283668/cygwin-running-script-from-one-batch-file
Start a WINDOWS CMD script with :
: <<TRAMPOLINE
@echo off
bash -c "exit 0" || (echo.No bash found in PATH! & exit /b 1)
bash "%~f0" "%*"
goto :EOF
TRAMPOLINE
#####################
#!/bin/bash -- it's traditional!
echo "Hello from $SHELL"