Newbie needs help with LaTeX/lilypond integration

[Ross M . Donaldson]

Hello!

I am an undergraduate student wrting a musicology paper (an undergraduate
thesis). I've decided to write my paper in LaTeX in order to have a better
product (as well as to facilitate certain formatting concerns). I was thrilled
to discover the existence of lilypond, and want very badly to make it work.

That said, I'm only a semi-proficient computer user. The lilypond documentation
and, indeed, all the research I've done in an attempt to solve my own problems
pre-suppose levels of skill and comprehension which I dont have.

What I want to do:

Integrate lilypond code into my LaTeX documents. I hope to have a finished
product featuring beautifully engraved musical examples alongside text. 

What I am using:
Windows XP, TeXnicCenter linked to MikTex. 

What I dont understand:
How to code a LaTeX/lilypond document properly. How to compile that document
into a PDF. 

I would be extraordinarily grateful if somebody/anybody on this list could help
me understand this, or even just direct me to a good FAQ/Tutorial/Help page. 

Thank you all for your time!

Very best,
Ross M. Donaldson