problems invoking haddock

I was not able to make Haddock run... Invoking it for a simple hello world
example

> module Main where
>
> main :: IO()
> main = putStrLn "Hello World"

gives me the following errors:

Warning: module not found: Prelude
Warning: Main: the following names could not be resolved:
    IO Prelude.()

Fail: does not exist
Action: openFile
Reason: No such file or directory
File: /usr/local/lib/haddock-0.4/haddock.css

Using the option --no-implicit-prelude solves the first problem, but I
wonder if this is the correct way to get around it.

Using a specified stylesheet instead of the default one that comes with
Haddock (--css=filename) solves the last problem, but introduces a new one:

Fail: does not exist
Action: openFile
Reason: No such file or directory
File: /usr/local/lib/haddock-0.4/haskell_icon.gif

Putting /usr/local/lib/haddock-0.4 in the PATH does not solve the problem...

Another attempt to invoke Haddock for other example such as

module Test where
test :: Int
test = 3

gave me the problem: "Warning: Test: the following names could not be
resolved: Int"


Any ideas of what's going wrong?
(My config: WindowsXP + GHC-5.04.2 + Cygwin)
Thanks,
-- Andre