Hi.. I'm new, so be nice

I have 2 problems that have been giving me nightmares and was wondering if anyone would be kind enough to help.

#1: I installed CYGWIN on my laptop and it seems to work ok but I can't figure out a way to RUN the program. I have tried *Everything* I can think of but it doesn't want to run... Please, help?

And
#2: To kinda solve #1 I went out an bought Borland 5.02 Starter Kit because I thought it be easier.. Well that one works good up until I want to run the program then the black msdos window flashes on my screen. I cannot read the output and this is very very bad. (Midterm Friday.. Uh-oh) It's like my computer is too fast for it's own good. (See, program running away.... *sniff* Nobody likes me.)

Will some kind soul please help me? I will be forever in your debt if you can solve my dilemas... Thanks so Much!

~Lynnzee *Meow*