[XeTeX] Problem in Windows XP

[Juan Acevedo]

Hello

I have installed XeTeX with Akira Kakuto's w32TeX and I am running xelatex 
from the terminal (command prompt) on a minimal file that compiles fine in 
Linux. Everything seems to go well, and the log file even finishes saying
"Output written on xetest.pdf (1 page)"
Now, this pdf is nowhere to be found in my computer.
And in the command prompt I do get the following very strange error message, 
pasted directly from the command prompt:

"Output written on xetest.pd'cmd' is not recognized as an internal or 
external command,
operable program or batch file.
f (1 page).
Transcript written on xetest.log."

Please note how it seems to interrupt itself at "xetest.pd" and then, after 
complaining about 'cmd',  continue with "f (1 page)."

Any help in solving this would be much appreciated.

With thanks in advance

Juan