Lilypond running on windows

[Cristian Andres Orellana Morales]

Hi, 
I was wondering if someone could help me with the following problem:
I downloaded yesterday the precompiled binary (setup.exe) that
downloads and installs Lilypond with the GNU + Cygnus stuff. I don´t
have MikTeX but I do have the TeXLive distribution (working perfectly)
and Python 1.5.
Well after installing "succesfully" the binaries (I also have the src
files) I open up a Lilypond shell, and when I try "ly2dvi foo" I get
the following (I run ly2dvi on the file /input/test.ly):

---------------------------------------------------------

Running LilyPond...
GNU LilyPond 1.3.149.jcn1
warning: can't find file: `init.jcn1inputtest'
warning: (search path:
`:/usr/lilypond-1.3.149.jcn1/share/lilypond/ly:/usr/lilyp
ond-1.3.149.jcn1/share/lilypond/afm:/usr/lilypond-1.3.149.jcn1/share/l
ilypond/mf
/out:/usr/lilypond-1.3.149.jcn1/share/lilypond/scm:/usr/lilypond-1.3.1
49.jcn1/sh
are/lilypond/tfm:/usr/lilypond-1.3.149.jcn1/share/lilypond/ps:C:cygwin
usrlilypon
d-1.3.149.jcn1input')
warning: no lilypond output found for
C:\cygwin\usr\lilypond-1.3.149.jcn1\input\
test
Running LaTeX...
      0 [main] SH 47521347 sigproc_init: cannot create wait_sig
thread, Win32 er
ror 8
C:\CYGWIN\BIN\SH.EXE: *** terminating
--------------------------------------------

Obviously I get no .dvi file and no .log file either, anyone know what
might be wrong?
I noticed that when I installed for the first time the binaries,
lilypond could not find python, I tried changing the PATH variable but
I don't know much about that sort of thing (cygwin is totally new to
me) so I finally reinstalled Python whre according to the 
"lily-python.sh" file, it would be found. That worked but I had the
same problem with LaTeX, I changed the path in the "lily-miktex.sh"
file but I'm not sure that was the "legal" way of doing things, please
help me out. I admit I know almost nothing of these configuring stuff
so please be patient, I'm learning. Thanks to anyone that can shed
some light on this.

Cristian Orellana