I just got DEv- C++ compiler from a cd contained in a book I just bought. I can't get it to compile anything!! I write the program:

#include <iostream.h>

int main()
{
cout<<"Hello world";
}
return 0;

Then I compile(which by the way, do I have to save in a certain location?) and i click on the icon which is just for the source code, not the exe file. Then if i click run, it says the source is not compiled. Anyone have suggestions?
-0ri0n