beginner problem

[Siena]

Hi all - I just downloaded LilyPond, ran the test which worked fine, and now
I'm trying to follow the tutorial, and ran into a problem right off at the
command line section.  When I open LilyPond, a command prompt box opens,
which is I assume where I'm supposed to type the command "lilypond test.ly"
to compile.

Here's the problem: I can't type in the command prompt box.  No matter what
I do, nothing shows up when I type.  Am I making a really dumb mistake, or
has something gone wrong with installation?  I'm on Windows 7, if that
helps, and searching the archives of this list makes me think I should maybe
have something called cygwin installed, and I don't seem to, so maybe that's
the problem, but those messages were also from a long time ago.

Any ideas would be very appreciated...

Siena