You want to drag the file to the icon that says Mid2tex. I like to have my Windows Explorer set to "View" and "Details." You don't want to drag it to Mid2tex.ico, but "Mid2tex" or "Mid2tex.exe" will work. (It's a green icon with a little bitty arrow in the lower left corner.) You should just get the screen that says the MIDI's been converted. You can close that, then all you have to do is find the .txt file and open it up.

The black screens sound like ones for installing the program, but you've done that already. You want a blue screen - blue screen good!