Trouble with MinGW gcc?

Hi I just started using MinGW gcc because I want to start getting seriously in to programming and found out I'm going to need to get to know the command prompt. I set every thing like my friend said he's been using it but it didn't work.
I typed into the command prompt:
gcc first.c -o first
It said
no such file or directory
no input files
I do have the variable set up so that not the problem.
I'm on vista please help!!!

It is not how your friend says. Here, try this:

Code:

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gcc -o first.exe first.c

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Next time, a search on google will solve your doubt.