Intallation issue

[K.J. L]

Hey Guys,

This is the first time I am using Mapserver so pardon me if the question
seemed too naive.

I have downloaded Mapserver 4.4.1(the binary file) for Windows and follow
the instruction given in the README-Install file.
But I get a different result when I try to test the mapserver.

****Test MapServer by typing "http://localhost/scripts/mapserv.exe" on you
    browser.  It should return the following message:
    "No query information to decode. QUERY_STRING is set, but empty."
*****

When I type the above URL in my web browser the browser try to download the
mapserver.exe file rather than showing the message.

I revised the intallation process a couple of times but the result is the same.

I am using Windows2000 advanced Server.

Any help would be highly appriciated.

k.j.l