Don't you need to add the
Code:
 return 0;
?

Code:
#include <iostream>

using namespace std;

int main()
{
	int a;

loop:  
        cout<<" \n";
		cout<<"Password: ";
		cin>> a;
		if ( a == 8759 ) {
			cout<<"Access granted.\n";
			cout<<"Key to exit \n";
			cin.get();
		}
		else {
			cout<<"Your password entry is incorrect. Try again.\n";
			goto loop;
		}
		
		cin.get();
                                return 0;
}