I can't exit emacs :-/

[casioculture]

When I try to exit emacs (C-x C-c) that I had started in the cygwin
shell (no gui) I can't. I see the C-x come up but when I enter C-c it
just beeps, but doesn't exit. When I start xemacs instead it does
start, and when it enter C-x C-c it does exit as expected.

Any ideas what the problem may be?