Cygwin settings

I was using an app that ran on cygwin, and it came with a slimmed down version of cygwin. Eventually I decided to just do a full download of cygwin. After I got it set up I noticed a couple of rather annoying differences. one is that before on the slimmed down version if I wanted to execute something all I had to do was type the file name, on the full version I have to type exec before the name. Thats not the really important problem though. Now when I execute applications after I am done with them, and I exit, instead of going back to cygwin, everything just closes. All I can think of is that there must be settings somewhere I have to change. But after googling forever I can't find anything. Thanks for any help.