Problem with Lilypond

[François]

Hello,

I've downloaded Lilypond but when i try to start it, it says :

"Congratulations, LilyPond has been installed 
successfully.
Now to take it for the first test run.
1. Save this LilyPond file on your desktop 
with the name "test.ly".
2. Pick it up from the desktop with your mouse 
pointer, drag and drop
     it onto the LilyPond icon.
3. LilyPond automatically produces a PDF file 
from the musical scale
     below.
4. To print or view the result, click on the 
newly produced called test.PDF
That's it."

And i don't understand what do i have to do. 
Thank you in advance for your answer.