Problem with opening "Cygwin"

[hornmeister]

Hello,
I look forward to using this program. Unfortunately, I think I screwed up on 
the download/installation process, or have missed some critical information. 
So, please excuse my ignorance and help me to get things working properly. This 
is the sequence I followed:

On the "Installing LilyPond" page under "Download LP 2.4 stable branch, I 
selected "other" for MS Windows XP.
I clicked the "here" link and did the download, and then the install.
On Desktop I clicked the "Cygwin" icon and got a window which contained the 
following:
"address@hidden"
$

NOW WHAT DO I DO?

And, how would I do a simple uninstall if I think it necessary?

Your assistance will be appreciated.

Thanks,
Richard