Rcmd SHLIB error

I am getting this error message when I try to run Rcmd SHLIB myprog.c.
 There appears to be a missing / between etc and i386 in the path.  I
am on Windows Vista and am using R version 2.12.1 Patched (2010-12-16
r53864) and just downloaded Rtools 2.12 today.   Is this a bug in R?
How can I resolve this?

C:\tmp2>Rcmd SHLIB myprog.c
cygwin warning:
  MS-DOS style path detected: C:/PROGRA~1/R/R-212~1.X/etci386/Makeconf
  Preferred POSIX equivalent is: /cygdrive/c/PROGRA~1/R/R-212~1.X/etci386/Makeco
nf
  CYGWIN environment variable option "nodosfilewarning" turns off this warning.
  Consult the user's guide for more details about POSIX paths:
    http://cygwin.com/cygwin-ug-net/using.html#using-pathnames
make: C:/PROGRA~1/R/R-212~1.X/etci386/Makeconf: No such file or directory
make: *** No rule to make target `C:/PROGRA~1/R/R-212~1.X/etci386/Makeconf'.  St
op.

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