With respect to Prelude's code, add #include <conio.h>, and place 'getch();' just before 'return 0;' prior to your ending brace.
Code:
#include <iostream> 
#include <conio.h>

int main() 
{ 
std::cout << "Hello, Testing\n";
 
getch();
return 0; 
}
(Disregard that 'return 0;', being the default in C++, is unnecessary. It's good practice and it's good form.)

-Skipper