grep+emacs 22 + cygwin does not follow file links

[Mirko]

I see that my question has been discussed before, but that has not
helped me.

As noted in the subject line, I am running emacs 22 on windows and
using the cygwin grep utility.

Emacs can find and use cygwin's grep, but I cannot follow the files at
the links.  In other words, when I get the following output in the
*grep* window (mode Grep: exit [matched])

-*- mode: grep; default-directory: "d:/The-Works/BiBliographies/" -*-
Grep started at Thu Nov 30 13:35:52

e:/cygwin-root/bin/grep.exe -i "author.*denpoh" *.bib NUL
ToGet.uncleaned.bib:  author = {Kazuki Denpoh},
heattran.bib:  author =       "Kazuki Denpoh",

Grep finished (matches found) at Thu Nov 30 13:35:55

when I put the cursor on one of the files and press either C-x `  or
Return, I get the message
"no grep hit there"

It is possible that I am doing something silly.  But what?

many thanks,

Mirko