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Date: Wed, 16 Sep 2009 20:35:55 +0300
From: Eli Zaretskii <eliz AT gnu DOT org>
Subject: Re: Bash - Permission denied
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> From: mike <topherwheeler AT gmail DOT com>
> Date: Wed, 16 Sep 2009 10:15:49 -0700 (PDT)
> 
> bash-2.04$ cat > foo<<BAR
> > lkjasdf;lkj
> > BAR
> c:/djgpp/tmp/sh103386: Permission denied (EACCES)
> bash-2.04$ ls c:/djgpp/tmp/
> remove.me  sh103386  sh530876  sh530900  sh872942  sh873219

I cannot reproduce this on XPSP2.  What does "ls -l bash.exe" say
about your Bash?