Need help with PL

[Black Dragon]

I need help I have this as source code:

# include iostream.h
using namespace std;

int main()
{
cout << "Hello World!" << endl;

return 0;
}

I'm following steps on this one: http://www.cse.ust.hk/~weiwei/lab102/lab...task1.html
Weird thing, whenever I build this thing, there are 2 errors. Funny thing though, it says file doesn't exist whenever I execute the program.
Pls. reply as soon as possible T_T It feels like I'm in a different world when I use Visual

BTW that stdio.h has brackets on each side, but since it thinks it's HTML, I remove them.