EDIT 4: Make sure you get this version of ModPlug Tracker:
http://www.softpedia.com/get/Multimedia/Audio/Audio-Editors-Recorders/MODPlug-Tracker.shtml
That will install itself as a program, which you can start running from the Start menu, as you would with most other programs. ;)

A while ago, I made a VERY brief (sorry) guide for getting started with ModPlug Tracker, and at least getting SOME sound out of it.
It's at my site, here:
http://robbi-985.homeip.net:8000/information/modplug/mpt_info.txt
(Since that's a text file, it might be easier to read if you download it (right-click, Save Link or Target As) and view it in a text editor like Notepad.)

EDIT 3: Just to try to avoid me having to reply to every other comment which says that it must have taken me ages to make, or that I must've been bored:
This was just a way for me to pass a few hours of boredom. Yes, I WAS bored. No, I'm not trying to