Originally Posted by
Elysia
UAC is enabled? Proper write permissions for the program files directory?
Besides, you shouldn't be putting your source files in the IDE directory. You should be putting it in a user directory, such as my documents\visual studio 2010\projects or something (which is default).
It sounds like you haven't created a project either.
So a short tutorial:
File -> New -> Project.
Select "(Win32) Console Application".
Enter project name.
Accept default and click finish.
Put your code inside YourNameOfTheProject.cpp.
Goto Build -> Build solution to compile.
Goto Debug -> Start with (or without) debugging to run your program.