For some reason Winzip (9.0) did not even opened the file.

However, I'm giving up. I eventually opened the targz file, found all the files, tried them, tried installing cygwin completely and working in the cygwin environment. Nothing. The player seems not to notice that someting is being sent to it. I'll try with a serial when I get it.
When I'm home I'll find the doc I worote for myslef and post it here, hoping it helps somebody else.