I bind C-space to start selection but this is also the windows input method hotkey, so when never I press this under cygwin, it will eaten by the OS, is there any way to avoid this? how to work around this?
In principle you can tell Windows to let Emacs use that key when you are in Emacs.
For example, if you are on Windows XP then you can use
But it is apparently the case that on Windows 7 (dunno about Vista or 8, but I'm guessing they too have the problem)