Aware of the problem, no solution known.

Pipe key (`|`) doesn't work on non-US keyboards in Win9x/ME

This might get fixed someday, but meanwhile, just use rxvt, which does not have this problem. This is no real loss, because rxvt has many other advantages. (Do not attempt to use the "broken" pipe key (`&brokenpipe;`) as a substitute, it is a different character.)

Cannot access tape devices with mt on Win9x

Win9x does not support the API used by the Cygwin fhandler_dev_tape class. Details at http://sources.redhat.com/ml/cygwin/2000-12/msg00331.html.

On Win9x, scp leaves ssh processes running.

You can stop them by hand with the Task Manager.