In single window mode I got rxvt to open and trying to open gvim from there I got:
$ gvim
1 [main] gvim 5412 child_info_fork::abort: C:\rhcygwin\bin\cygicudata48.dll: Loaded to different address: parent(0x910000) != child(0xA10000)
E851: Failed to create a new process for the GUI
Press ENTER or type command to continue
xemacs will open but not gvim. There seems to be a mixed bag of issues with Cygwin in Fusion7/Win7, and I'm curious what others are seeing.