CYGWIN and LATIN2 or WIN

I have problem with Postgres on CYGWIN

I have Postgres 7.4 and CYGWIN_98-4.10

I need polnish sort LATNI2 or WIN

I try :
createdb -E LATIN2 dbtest
createdb -E WIN dbtest

initdb --locale pl_PL ......
but i have message:
FATAL: invalid value for parameter "lc_messages": "pl_PL"

I try change postgresql.conf:
from: lc_messages=C to lc_messages=pl_PL
but i have message:
FATAL: invalid value for parameter "lc_messages": "pl_PL"


I try:
initdb --lc_collate=pl_PL ..... -E LATIN2
and
initdb --lc_collate=pl_PL ..... -E WIN
postgres create template1 ...
but in psql:
show lc_collate: I have lc_collate: C

polnish font: ąćęłńóśżź

Postgres on Linux have polnish sort ... all is ok

Can You help me ?