I discovered that everytime I upgrade my cygwin, there is this "What's that doing there?" popup dialog saying that an old version of cygwin1.dll sitting is found in C:\Windows\System32. Even if I clicked Yes, it fails to delete the file everytime. I finally figure out that it is because Super Fever Link is conflicting with cygwin.
Everytime, Super Fever Link is run, it creates a copy of cygwin1.dll and cygz.dll in C:\Windows\System32. Since these created files are not of the latest cygwin version, weird problems arise when running certain cygwin applications, such as mysql client and perl cpan.
After manually deleting the files from C:\Windows\System32, everything is back to normal.
On my Windows 2000 box, these files are also found in C:\Windows\System32 as well as in C:\Windows. I am not sure whether there are created by Super Fever Link. Nevertheless, those files need to be deleted as well.