I installed Blinq and the preview a couple of days ago and when I try to run the cmdline tool for blinq the cmd goes on then disappears. Am I doing anything wrong???

Can you explain what you mean by "disappears"?  Do you get a message saying the web application has been created?  What's in your target directory?  Do you get any error messages or exceptions?

I ckick on the application icon and the cmd appears and then disappears the program doesn't run. I can't or should I say I don't know how to run the application. I get no errors or anything. I try to create a new project in VWD and I get a blank default.aspx file with web config and the vb file. What am I suppose to do to start a new appllication.

Take a look at the readme.rtf file in "\Program Files\Microsoft ASP.NET\Blinq" for instructions on how to run it.  Blinq is a command line application that you can run from a command window.  You can run "blinq /?" to get a list of options.  The most common options are /t:<target directory>, /database:<database name>, /server:<server name>, and /vdir:<virtual root name>.