The root cause has not yet been determined. Most likely, it is a Cygwin process that is still running that is interfering with the SDK compilation.
- Restarting Windows has been found to clear up the issue
- Opening a bash shell through XPS has also been known to clear up this problem
- Do not run any of the EDK tools from a Cygwin bash shell
- Open SDK from XPS using the "Export Hardware Design to SDK..." menu option
- If the problem persists, try using the natively-compiled Windows version of make from: http://gnuwin32.sourceforge.net/