I cannot create patch now, but test_site error comes from same reason.
>test_support.TESTFN is /tmp/@test on cygwin

After I applied following adhok patch, test passed.

Index: Lib/test/test_site.py
===================================================================
--- Lib/test/test_site.py       (revision 66385)
+++ Lib/test/test_site.py       (working copy)
@@ -126,7 +126,7 @@
 class PthFile(object):
     """Helper class for handling testing of .pth files"""

-    def __init__(self, filename_base=TESTFN, imported="time",
+    def __init__(self, filename_base="@test", imported="time",
                     good_dirname="__testdir__", bad_dirname="__bad"):
         """Initialize instance variables"""
         self.filename = filename_base + ".pth"

site.py's addpackage() is doing

    fullname = os.path.join(sitedir, name)

and on my cygwin, this equals to

    os.path.join(
        "/home/WhiteRabbit/python-dev/trunk/lib/test",
        "/tmp/@test.pth") #=> "/tmp/@test.pth"

probably this is not good. (I cannot figure out what site.py is doing
though)