How to add .hgignore to my Mercurial folder?

I'm learning to use Mercurial, and its learning curve is pretty straightforward. But one of my problem is, I can't add the .hgignore file to Mercurial folder. Windows (7) does not allow me to do this, and when I run the command

hg add .hgignore

, it returns error:

the system cannot find the specified файл.

Как я могу создать / добавить этот файл?