Thank you all for your tips.
Jan wrote:
> I take it that you're not familiar with unix style .tar.gz archives,
> and your windows software does not make it easier for you. Probably
> your download software has mangled the file name.
When I looked at the webpage again I noticed that the link to the file
had a different name: the .gz ending was missing after download. So I
found the solution myself:
> rename the file to
>
> lilypond-1.1.38.tar.gz
>
and it worked!
As Jan noticed, I am not familiar with unix-style archives. (Now I have
learned something!)
> Anyway, you may want to check out the windows page on LilyPond,
>
> http://home.austin.rr.com/jbr/jeff/lilypond/
>
This is what I will do next.
Thomas