$ screen
Directory '/tmp/uscreens' must have mode 777.

$ chmod -R 777 /tmp
$ ls -hal /tmp/uscreens
total 384K
drwxr-xr-x 1 username Domain Users 0 May 22 17:37 .
drwxr-xr-x 1 username Domain Users 0 Jul 17 15:54 ..
drwxr-xr-x 1 username Domain Users 0 May 22 17:37 S-username

$ SCREENDIR=/cygdrive/e/screens ./screen.exe
Directory /cygdrive/e/screens must have mode 700.
$ ls -hal /cygdrive/e/screens
total 8.0K
drwxr-xr-x 1 username Domain Users 0 Jul 17 16:18 .
drwxr-xr-x 1 username Domain Users 0 Jul 17 16:23 ..