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 ?