django-admin.py startproject not working

I'm trying to create my first Django project, and I must be missing
something really basic. I'm using Windows Vista, and have installed
Python 2.7 and Django 1.2.3, put the location of django-admin.py into
my PATH variable, and navigated via command line to the location where
I want to create a project. I'm entering:

django-admin.py startproject cms

at the command line. I don't get an error, but I also don't get any
processing back - just a new prompt, and no project created in the
directory. Can't find any posts on the web regarding this issue...

Thanks!

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