We recommend running GHCi in a standard Windows console: select the GHCi option from the start menu item added by the GHC installer, or use Start->Run->cmd to get a Windows console and invoke ghci from there (as long as it's in your PATH).

If you run GHCi in a Cygwin or MSYS shell, then the Control-C behaviour is adversely affected. In one of these environments you should use the ghcii.sh script to start GHCi, otherwise when you hit Control-C you'll be returned to the shell prompt but the GHCi process will still be running. However, even using the ghcii.sh script, if you hit Control-C then the GHCi process will be killed immediately, rather than letting you interrupt a running program inside GHCi as it should. This problem is caused by the fact that the Cygwin and MSYS shell environments don't pass Control-C events to non-Cygwin child processes, because in order to do that there needs to be a Windows console.

There's an exception: you can use a Cygwin shell if the CYGWIN environment variable does not contain tty. In this mode, the Cygwin shell behaves like a Windows console shell and console events are propagated to child processes. Note that the CYGWIN environment variable must be set before starting the Cygwin shell; changing it afterwards has no effect on the shell.

This problem doesn't just affect GHCi, it affects any GHC-compiled program that wants to catch console events. See the GHC.ConsoleHandler module.