Well guys I had figured it out!!!

#include <iostream>

int main()
{
cout<<"My Text!!!\n";
system("PAUSE"); //This is what works in Dev C++ to keeping the window open!!!
return 0;
}

My code was always working but the linker option in Dev C++ 4.9.9.0 is not preset to the right options!?!?!? Go figure!!! Why, I do not know but to all newbees looking at this with the same compiler do the following:

Tools-->Compiler Options-->Settings-->Linker-->Do not create a console window-->*NO*

You will be set =)