For consistency, I rename my Cygwin installers for x86 to "setup-x86.exe", and did so for this installer as well. Well, today I found something of a surprise. When the "setup-legacy.exe" installer from Cygwin Time Machine is renamed to this, it throws an error. I downloaded a mirror of Cygwin 1.5.25 years ago, and this is the first time that I've tried installing it on a Windows 9x machine. It was terribly confusing, as I could only find records of success and yet I was receiving this error. I tried to rename the file back to its original name on a whim, and this fixed it.

I wasn't able to figure out what the issue was exactly. For example, the error appears even if I rename it to "a.exe". So be warned. Don't rename this file.

Here is a screenshot of the error dialog, for reference: