For now you'll just have to kill them manually.
This is a difficult problem, related to the implementation of select() and pipes on Windows 9x. It has been discussed at length on the cygwin mailing list. For an excellent technical description of the problem, see http://sources.redhat.com/ml/cygwin/2000-12/msg00470.html, and related threads.
Win9x does not support the API used by the Cygwin fhandler_dev_tape class. Details at http://sources.redhat.com/ml/cygwin/2000-12/msg00331.html.
Nothing currently.
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