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Well I moved the files to C:\mingw if thats the directory they are talking about..and btw in step one what is "cwd"?

While trying to install MinGW, following some guide off of their website, I am told to do this:

Congratulations, if you're seeing a shell window, then you've got the underlying MSYS working.
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Thanks for the posts! I am running Windows XP and am downloading MinGW right now, tomorrow morning I am going to look at c and c++. Thanks again for the posts.

Ok well..basically the title says it all I am a newb to everything programing. Why I am here is, I have the whole summer to do something..and not just play video games, I would like to do something...