Created Issues with Cygwin (markdown)

Issues-with-Cygwin.md

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+See https://github.com/junegunn/fzf/issues/89
+
+### Source code in dos format
+
+If you see `line 2: $'\r': command not found` message when you run install script, it is likely that your git installation automatically converted the source to dos format. Please reinstall your git so that it does not clone source in dos format, or you can just use `curl` or `wget` instead to download the source.
+
+```sh
+mkdir -p ~/.fzf
+curl -L https://github.com/junegunn/fzf/archive/master.tar.gz |
+    tar xz --strip-components 1 -C ~/.fzf
+~/.fzf/install
+```
+
+### `No such file or directory`
+
+You may have trouble running fzf with Ruby for Windows. Try to run it with the Ruby bundled with Cygwin.
+
+#### References
+
+- http://stackoverflow.com/questions/3831131/rubygems-cygwin-posix-path-not-found-by-ruby-exe
+- http://blog.mmediasys.com/2008/10/27/handy-tip-dont-mix-one-click-installer-with-cygwin/
+- http://www.question-defense.com/2009/03/27/rubyexe-no-such-file-or-directory-cygdrivecrubybingem-loaderror
+- http://stackoverflow.com/questions/3831131/rubygems-cygwin-posix-path-not-found-by-ruby-exe