grep -r doesn't work in Cygwin

[Chloe]

Files in subdirectories are not being searched. See example below. 
TableDictionary.php is not found.

address@hidden /cygdrive/c/Documents and Settings/Chloe/My Documents/GC 
Infotech/
FFMS/public_html/payscape/psa
$ grep bugs modules/*.php
modules/TableDictionary.php:include_once("metadata/accounts_bugsMetaData.php");

address@hidden /cygdrive/c/Documents and Settings/Chloe/My Documents/GC 
Infotech/
FFMS/public_html/payscape/psa
$ grep -r bugs *.php
soap.php:                $bugs = $contact->get_linked_beans('bugs','Bug');

address@hidden /cygdrive/c/Documents and Settings/Chloe/My Documents/GC 
Infotech/
FFMS/public_html/payscape/psa
$ grep --recursive bugs *.php
soap.php:                $bugs = $contact->get_linked_beans('bugs','Bug');

address@hidden /cygdrive/c/Documents and Settings/Chloe/My Documents/GC 
Infotech/
FFMS/public_html/payscape/psa
$