I believe I've got msys set up properly on a windows 2000 machine, in d:\Tools\msys, but I notice something really, really strange: 
1.  If I create a /tmp directory (d:/Tools/msys/tmp) and stick stuff in it, rather than see that stuff, I see stuff in my c:\Documents and Settings\Administrator\Local Settings\Temp directory
2.  If I attempt to create a /usr directory from the rxvt console, it won't let me, and with no apparent /usr folder I can cd into /usr and ls.exe lists the contents of my
root directory "/" (d:/Tools/msys/).
3. With no /usr directory present, I'm unable to cd into /usr using cmd.exe, but after creating /usr with cmd.exe, when I cd into /usr, I again see the contents of my root directory.
4.  When I create a folder named usr on c:\Documents and Settings\Administrator\Desktop\ and stick stuff in it, then cd into the folder, all works well and I see the stuff.
Does anyone have any ideas on the cause if this behavior?  I'm not a unix power user yet , but I keep thinking "symlinks" , and I would appreciate the feedback from anyone else who's experienced this near-paranormal phenomenon and anyone with hints on how to fix it.  Thank you.
Steve Gallo
Stockton, California