To use Fiddler with clients like WGET that don't adopt the system's proxy setting automatically, you must manually configure the client to proxy its traffic via the proxy at 127.0.0.1:8888. On Linux, you'd do that by following these steps: http://linuxers.org/tutorial/wget-proxy-how-run-wget-behind-proxy-server
. I'm not sure exactly how you'd do it with Cygwin, but I suspect the procedure is quite similar.
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