cygwin bash #! error: bad interpreter

[Jonathan Hudgins]

I am creating some scripts and I get the following error:
        bad interpreter: no such file or directory

Most machines that have cygwin installed work fine.  But one machine
reports this error when I use:
#!bash
  OR
#!perl

BUT the error disappears when I use:
#!/usr/bin/perl
#!/usr/bin/bash

And to confuse the matter even more, if I do (on the violating
machine):
which perl
  OR
which bash

I get:
/usr/bin/perl
  OR
/usr/bin/bash

I have reinstalled cygwin several times and looked for anything in the
setup or configuration that might cause such a problem, but I have had
no luck.

ALSO suspect: when i do "vi script" from cygwin I see ^M's at the end
of lines.  I don't get the same problem on other machines with cygwin.
 I did remove the ^M and still had the same problem with my script.

ANY IDEAS?

Jonathan Hudgins