underline on a cygwin terminal

[Dan Nicolaescu]

I was helping someone who uses cygwin to edit a file. I noticed that
colors look a bit odd. A bit of investigation showed that "underline"
does not work correctly. Underline seems to be displayed using a cyan
foreground, and no underline. 

Adding a term/cygwin.el file that contains a call to tty-no-underline 
should solve the problem. Should I do this?