I am using the x86_64 distribution from the download page.

I have no problems building the examples with both g++ and gfortran.
I can run the cxxpi.cxx example using mpiexec with no problems but when
I run the fpi.f example, I get this error message:

/cygdrive/c/progra~1/MPICH2/bin/mpiexec.exe: error while loading shared libraries: ?: cannot open shared object file: No
 such file or directory

Using dumpbin, I can see that cxxpi.exe imports mpich2mpi.dll while fpi.exe imports
fmpich2g.dll and libgfortran_64-3.dll.

The paths to both dlls are on my path. 

By the way, I can run fpi.exe directly from the command line with no problems.

If anyone has ideas about what the problem is, I would be much obliged.

Bill