Well, yes, cygwin does create a unix filesystem emulation layer, but that doesn't mean filenames themselves are any different, just the paths. Perhaps I'm misunderstanding what you mean by "native filenames." Also, cygwin includes a cygpath command that will translate between the emulated unix filesystem paths and the native win32 paths.
If your problem was with the unix filesystem emulation layer, however, it would probably be best for you avoid having to worry about translation and just look at one of the other suggestions made elsewhere in this thread. I also think the Perl Power Tools suggestion by jsprat sounds like a good idea.
bbfu
Black flowers blossum
Fearless on my breath
In reply to (cygwin vs win32 filenames/"filesystem") Re3: Looking for command-line UNIX-like 'tar' for Windows
by bbfu
in thread Looking for command-line UNIX-like 'tar' for Windows
by John M. Dlugosz
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