The bash shell is needed to run several shell scripts.
The bash is available for most of the UNIX-like platforms and as the bash package from the Cygwin setup.
If the bash isn't already installed and also not available as a package for your platform, you can get it at: http://www.gnu.org/software/bash/bash.html.
After correct installation, typing inside any shell:
$
bash --version
should result in something like:
GNU bash, version 2.05b.0(1)-release (i686-pc-cygwin) Copyright (C) 2002 Free Software Foundation, Inc.
However, the version string may vary.