Re:

[Kieren Richard MacMillan]

Hello, Felipe:

Don't I know you from somewhere??  ;-)

> Open test.ly in your favorite text editor
> (Windows users: run notepad test.ly).
>
> [[Open it, but where is that file?.
> Run notepad, and save as test.ly?

Yes.

> in which directory]]

Doesn't matter (as long as you remember where you saved it!).

> Enter
>
>      \score { \notes { c4-(  c4-) } }
>
>
> Save file and exit.
>
> Run
>      ly2dvi -p test   [[On he command window I guess]]

Correct. Be sure that your shell location (i.e., where you execute the 
command) is the same directory as the file.

Hope this helps!
Kieren.