Cygwin/XFree86 newbie

[Metherion Wathen]

Help! I've fallen for Linux and I can't get it up! (and running)

I'm an average windows user, fairly comfortable with installing stuff on my
computer. ( a little impatient though, didn't read ALL FAQ's before sending
this.)
anyway, I downloaded the Cygwin/XFree86 binaries and followed the install
directions; the bash shell seems to work fine, but when I try to run
startxwin or startx I get the error message
 
xterm xt error: can't open display 127.0.0.1:0.0
							twm: unable to open
display "127.0.0.1:0.0"

also a console mode screen scrolls a whole lot of text real fast then shuts
down.

please help obi-wan, you're our only chance!

thanks in advance 
mcw