supressing NOTICE messages on Windows/cygwin only not working?

Hi,

I'm noticing NOTICE messages can't be turned off with my cygwin-based
platform.   I've had other's confirm it works on linux.


Here is my session:

$ psql -U postgresql itn
Welcome to psql 7.4.5, the PostgreSQL interactive terminal.

Type:  \copyright for distribution terms
      \h for help with SQL commands
      \? for help on internal slash commands
      \g or terminate with semicolon to execute query
      \q to quit

postgresql@[local][itn]>SET client_min_messages TO error;
SET
postgresql@[local][itn]>SHOW client_min_messages;
client_min_messages
---------------------
error
(1 row)

postgresql@[local][itn]>CREATE TABLE foobar(
itn(# id INTEGER NOT NULL,
itn(# PRIMARY KEY (id)
itn(# );
NOTICE:  CREATE TABLE / PRIMARY KEY will create implicit index "foobar_pkey" for
table "foobar"
CREATE TABLE
postgresql@[local][itn]>SHOW client_min_messages;
client_min_messages
---------------------
error
(1 row)

postgresql@[local][itn]>

See anything wrong with what I did?  There must be some setting I
haven't done.  I'm on windows xp pro using the cygwin standard
install.

TIA