ephemera had most of the answer, I was using the wrong compiler. I should use g++ not anything else, but then I ran into a problem.
So g++ -o Hello Hello.cpp worked with the following code.
Code:
#include <iostream>
using namespace std;
int main()
{
cout<<"Hello World\n";
return 0;
}
The thing wouldn't execute from the current directory so
failed, but when I typed...
it finally said "Hello World"!
Thanks for your help guys, in future I will post programming questions where they belong.
Cheers,
Jonathan.