It seems that there is some problem with completion.
I have the cygdrive prefix mounted to '/'.
Bash 3.1-9
(I have not installed the package bash-completion)
With the 'curr' version of these packages, 5.1-5, I can do
$ ls -lrt /c/Do<TAB>
ls -lrt /c/Documents\ and\ Settings/
then
$ ls -lrt /c/Documents\ and\ Settings/An<TAB>
$ ls -lrt /c/Documents\ and\ Settings/Angelo/
then
$ ls -lrt /c/Documents\ and\ Settings/Angelo/Da<TAB>
ls -lrt /c/Documents\ and\ Settings/Angelo/Dati\ applicazioni/
and so on.
BUT with the experimetal 5.2-2 I can do only
$ ls -lrt /c/Do<TAB>
ls -lrt /c/Documents\ and\ Settings/
If then I try
$ ls -lrt /c/Documents\ and\ Settings/An<TAB>
I obtain only BEEP and I have to type everithing on command line.