Newbie Cygwin Q

[Gerry Blais]

I'm trying to install and run, on XP,  a queueing analysis package,
PDQ, which has a{ Python, swig, C library version}.

I'm new to Cygwin (but not to Unix).

After installing Cygwin and Python, there is a Python2.4.exe in /lib.

If I have a file with

#!/lib/Python2.4.exe

Print "hello"

and I do the chmod, and submit  ./hello.py

I get a message "hello.py is currently being printed" and nothing
happens, until I give up and ^C out.

or, now, with no changes I can see, 

Can't find file hello

What am I missing?

Thanks,

Gerry