Invalid program file name, pif file

[SonyMaster@aol.com]

I've downloaded and installed Cygwin with setup.exe, and when it was done, it 
asked if I wanted a shortcut on the desktop. And I said yes. Cygwin.pif was 
then on the desktop. I've very new to this, but I'm fine with *unix. Is there 
another way to run Cygwin?

Thanks,
-Zeno

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