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scsh.net

If you are using Scsh on Cygwin (win32), you will need to copy
cygwin1.dll to you c:\windows\system directory, and your .emacs file
should be placed in c:\documents and settings\your user's name\; it
should look something like:

(setq load-path
   (append load-path '("c:/cygwin/usr/local/bin/")))
(setq scheme-program-name "c:/cygwin/usr/local/bin/scsh")
(autoload 'run-scheme
           "cmuscheme"
           "Run an inferior Scheme process."
           t)

Make sure you use _forward_ slashes, otherwise Emacs won't find your scsh.