Vim on Cygwin: Warn that vimrc is using windows end of line char

I just installed cygwin on my machine and I am just getting everything setup.

I created a softlink between .vimrc in my cygwin home dir and my windows home dir but vim is having some difficulties reading the .vimrc file since it is using windows end of line characters.

Is there some method that I can use to warn vim that my vimrc file is using windows end of line char?

Here is some output.

~ $ ls -la
total 43
drwxr-xr-x+ 1 Jake None    0 Mar 30 10:11 .
drwxrwxrwt+ 1 Jake root    0 Mar 30 09:33 ..
-rw-------  1 Jake None  504 Mar 30 10:10 .bash_history
-rwxr-xr-x  1 Jake None 1103 Mar 29 14:24 .bash_profile
-rwxr-xr-x  1 Jake None 5737 Mar 30 10:06 .bashrc
-rwxr-xr-x  1 Jake None 1461 Mar 29 14:24 .inputrc
-rw-------  1 Jake None   57 Mar 30 10:05 .lesshst
-rwxr-xr-x  1 Jake None 8945 Mar 30 09:52 .mkshrc
-rwxr-xr-x  1 Jake None  792 Mar 29 14:24 .profile
-rw-------  1 Jake None 1087 Mar 30 10:11 .viminfo
lrwxrwxrwx  1 Jake None   29 Mar 30 10:05 .vimrc -> /cygdrive/c/Users/Jake/_vimrc
~ $
~ $ vim
Error detected while processing /home/Jake/.vimrc:
line    2:
E492: Not an editor command: ^M
line    3:
E492: Not an editor command: ^M
line    4:
E492: Not an editor command: ^M
line    5:
E492: Not an editor command: ^M
line   11:
E492: Not an editor command: ^M
line   14:
E492: Not an editor command: ^M
line   16:
E492: Not an editor command: ^M
line   20:
E492: Not an editor command: ^M
line   21:
E492: Not an editor command: ^M
line   22:
E492: Not an editor command: ^M
line   27:
E474: Invalid argument: backspace=indent,eol,start^M
...