Emax

I'm trying to use it but it's not working for me...

The instructions say:

HOW TO USE THIS PROGAM:

1. Make a directory called c:\EMU2WAV
2. Copy emu2wav.exe into this directory
3. Copy your .em1 files into this directory.
4. Open a Command Prompt (START->PROGRAMS->ACCESSORIES->COMMAND PROMPT)
5. cd EMU2WAV
6. type: emu2wav name_of_em1_file 39000
7. Convert more if needed and play/edit wav file

Until number 4 it's ok, but when I type "cd EMU2WAV" in the command
prompt I just get a message saying it can't find the directory.
Actually I'm not even sure if I'm supposed to type it like that. Would
anyone clarify what is this "5. cd EMU2WAV"?

I've also tried to create a new file type "em1" in Windows Explorer
and use emu2wav %1 39000 as the default "open" action (No DDE) but it
only generates 0 bytes .wav files.

Any help is appreciated.