I am new to Latex so I could be doing somthing stupid

I have installed protext and this seems to woirk. The problem I have is when I want to do LATEX=>DVI
TexnicCenter generates an error:
MiKTeX Problem Report
Message: Windows API error 2: The system cannot find the file specified.
Data: D:\My Documents\My Report\My Report.dvi
Source: C:\work3\miktex-2.7\Libraries\MiKTeX\Core\win\winFile.cpp
Line: 493
MiKTeX: 2.7
OS: Microsoft Windows XP Professional Service Pack 2 (Build 2600)
SystemAdmin: yes
PowerUser: no
SharedSetup: yes
BinDir: D:\Program Files\MiKTeX 2.7\miktex\bin
Root0: D:\Documents and Settings\Jan Huizinga\Application Data\MiKTeX\2.7
Root1: D:\Documents and Settings\Jan Huizinga\Local Settings\Application Data\MiKTeX\2.7
Root2: D:\Documents and Settings\All Users\Application Data\MiKTeX\2.7
Root3: D:\Program Files\MiKTeX 2.7
Install: D:\Program Files\MiKTeX 2.7
UserConfig: D:\Documents and Settings\Jan Huizinga\Application Data\MiKTeX\2.7
UserData: D:\Documents and Settings\Jan Huizinga\Local Settings\Application Data\MiKTeX\2.7
CommonConfig: D:\Documents and Settings\All Users\Application Data\MiKTeX\2.7
CommonData: D:\Documents and Settings\All Users\Application Data\MiKTeX\2.7
Any idea?
Latex=>PDF works fine,
Thanks
Jan