Problem with running Lilypond(?)

[Thorkil Wolvendans]

Dear sir(s)/ma'am(s),

a couple of days ago I installed Cygwin with Lilypond for the first time. I 
had to re-install Cygwin four times before it even ran, and when Cygwin 
worked I made a test file as discriped in the 'Testing Lilypond'-page. When 
I tried to make a pdf-file of it, it gave a whole list of things that 
weren't installed or could not be found. Now, you must know I ain't a 
computer-expert or even coming close, so in my naivity I tried to make a 
pdf-file of the example a couple of times, hoping that I mistyped 
something. But the list kept coming again and again, so I uninstalled the 
whole bunch and reinstalled it again, following carefully your 
instructions. Now, it's most likely that I keep doing something wrong, but 
I'm not sure so I attached the bug-report, which tells you hopefully what 
I'm doing wrong.
I hope you can help me with this problem, for I can't wait to start using 
your piece of software! I'm really impressed with the results of the 
example-file ('Petite Ouverture a Danser' by Satie). Being a young 
composition-student myself, I talk very often with fellow students (mainly 
students practicing an instrument) about the pros and cons of composing 
with a computer program. Now, I use Sibelius, which printing quality was 
considered revolutionary by the students, since they only knew what 
Finale-scores look like. But if Sibelius get's so much praise... I can't 
wait what they'll say about the quality of Lilypond!
Once again, I hope I did something silly and I hope you can help me out.

With kind regards,
Thorkil Wolvendans

Oh wait...before I forget, I use:
Windows 98 Second Edition
Lilypond 1.6.11
and all these things that were necessary to run Lilypond

bug.txt
Description: Text document