Syntax while executing Shell Script in windows

Error Type:

./script.sh: line 1: syntax error near unexpected token '$'do\r''

Or ...

./script.sh: line 1: $'\r': command not found

Solution:  http://www.jwgoerlich.us/blogengine/post/2007/06/08/Tip-Bash-scripting-in-Cygwin-without-5cr-syntax-errors.aspx