Dev-C++ v 4.9.9.2 IDE
When I compile and run my program as a console project, a window flashes very briefly on the screen and disappears. The compile log says compilation was successful and execution terminated.

How to I keep the window (my output window?) from disappearing?

You have to add a line just before the end of main() to stop the program from closing. Most people call getch() or c++ cin.get(), which is just waiting for keyboard entry.

You may want to have a look here http://www.daniweb.com/forums/thread90228.html.

Here's a snippet you can include at the end of main(), just prior to the return statement.
or, if that doesn't work, pressing ENTER and nothing seems to happen, which is most likely due to the fact that cin refuses to accept any more characters due to it being in an error state and that error needs to be erased or cleared out; try this
I'm still learning this stuff and most likely other more experienced forum members could better explain things. From my experience, reading up on cin and understanding why errors may occur (ie. assigning alphbetical characters to a numerical variable) will dictate what method you use.

And that's it, my first bit of advice, hope I'm on the mark.

why should we not use system("pause");

You are relying upon that program (pause.exe) being available and in that particular context it's only applicable or valid for Windows. I wrote a quick 'hello world' in Linux, it compiled ok, with system("pause") but on running it this is the output:
If you do away with system("pause") then you can easily transfer your code and compile under other operating systems without having to make any modifications.

I'll re-state, I'm still learning this stuff and more experienced members might explain it better.

i dont know this is correct or not but is there anything like this..

that when we use system("pause"); then the system remains in the wait state and is not free for any other process...but if we use cin.get(); then the system will do other processes too and will keep on checking the input stream (for any input entered by the user) after each instruction cycle of it's process...
this way the system will be able to do other processes too...it is kind of simulating many processes efficiectly making use of system's time..

@experts..
plz check is it correct or i m wrong about it..

You are wrong. system("pause"); does not pause the operating system, although I suppose someone could write an operating system in which it would pause it but it would be pretty stupid to do that.

cin.get(); works fine for compile and run. But when I choose simply to run again, after having compiled and run. The output window only flashes briefly again.

>You are relying upon that program (pause.exe) being available
You're also relying on that program doing what you expect it to do. The problem is that one can easily replace pause.exe with another program of the same name but a malicious payload. system("pause"); isn't portable, but the real kicker is that it's a huge security hole.

>But when I choose simply to run again, after having compiled
>and run. The output window only flashes briefly again.
That sounds like an order of operations thing, though it's hard to say without knowing what compiler you use. You may be running an old version of the program that didn't have a pause at the end. Always compile before you run the program to avoid this problem.

Ok...thanks...