To be sure you can do something like this:
cd \Users\Klaus\Downloads\cgminer-2.6.1
cgminer -u user -p password -o http://server
pause
Your suggestion worked sir.
Thank you very much.
Yeah, I know, but read this.
"After downloading and extracting cgminer, run cgminer.exe. When you launch cgminer.exe, enter the following:
URL: http://mine2.btcguild.com:8332/
Username: [btc guild username]_[worker name]
Password: [leave blank]"