diff --git a/nt/INSTALL b/nt/INSTALL
index cadf6ba690e..5ad7b82971f 100644
--- a/nt/INSTALL
+++ b/nt/INSTALL
@@ -13,6 +13,9 @@
   Do not use this recipe with Cygwin.  For building on Cygwin,
   use the normal installation instructions, ../INSTALL.
 
+  If you have a Cygwin or MSYS port of Bash on your Path, you will be
+  better off removing it from PATH.
+
   1. Change to the `nt' directory (the directory of this file):
 
        cd nt