Newbie : Octave Home?

[Ken Laberteaux]

I'm using the gnu-win32 compiled version of Octave on an NT 4 box.

To install it, I downloaded Cygwin32 Beta 19 usertools and ran the
installation script 'install-octave' from the bash shell.  It appears to
have installed correctly.

Now, I still cannot run Octave from this bash shell.  Seems like
somewhere there was a thing about having to set the Octave_Home.  How is
this done?

Any other suggestions?

Also, it seems like sometime in the past I had an Octave distribution
that had much more the look and feel of a Windows app.  It installed
without running a sh script, had a program group accessible from the
Start button, etc.  Am I mistaken, or did this exist?  Does it still? 
Does it fall far behind this gnu distribution as far as features,
support, etc.?

Thanks all,

Ken