[Gdb] How to debug program that dies before main is called

[Tron Thomas]

I am writing a Win32 application using the Cygwin development tools.  I 
have a problem in that the program dies immediately when I try to run 
it.  I've tried debugging the program using GDB.  I set a breakpoint at 
the beginning of the main function (WinMain).  The program exits with a 
return code of 0x1 before it even hits the breakpoint.  I have no idea 
where to set a breakpoint so I can figure out what is going on.

Is there any way I can cause GDB to break into the program immediately 
when it start or right before it exits?