Thread: Please help me install this C++ Compiler

How do I create a new directory from the C drive.

The instructions you were given uses the command line.
1. Go to: Start -> All Programs -> Accessories -> Command Prompt
2. Enter: cd C:\
3. Enter: mkdir djgpp

Alternatively, you can use the normal Windows graphical user interface that you are probably used to:
1. Go to: Start -> My Computer -> C:
2. From the window, right click to open the menu.
3. Select New -> Folder
4. Name the folder djdpp

I have windows XP here's the problem: I'm completely new to programming, I don't want to use any compiler other than the one that came with the book (DJGPP) because I may not be able to follow along with the examples properly. I don't want to confuse myself.

That's a valid concern. However, as MacGyver pointed out, this is a sign that perhaps you are using the wrong book for your purposes. We have a book recommendation thread stickied on this forum. You might want to read it. Given that you have no prior programming experience, I suspect that Glassborow's You Can Do It!: A Beginners Introduction to Computer Programming would be more suitable.

I know it can't be that difficult for someone to tell me how to create a new directory in C but apparently this is not the place to get help.

Creating a new directory is a simple task... the problem lies after that, when you actually start learning the programming language using the book and compiler and find that the examples are outdated, and the help you are given when you ask on online communities often is not applicable to what you are actually using to learn.