You need a text editor that doesn't add formatting crap to the source files (which means Microsoft Word is out) and a compiler. If you're lazy (like me), you can get an IDE that combines a compiler and text editor (along with other tools). This is pretty user-friendly, but beginners can be overwhelmed by the options. This is also a good choice, but the setup can be irritating. And this seems to be getting some attention from fanboys these days.
If you're on Linux, you should already have gcc installed, which is a good compiler. What OS are you using?
>But a window opens but the window wont stay open long enough for me to see it
Wow. It's not often that I'm left speechless, but this is definitely one of those times. I can't fathom how you thought that we could read "now how would i run this?" and determine that your problem is the window not staying open long enough for you to read the output. Use this:
using namespace std;
int main ()
cout << "Hello World!";
Next time please keep in mind that we're not clairvoyant and describe your problem in exacting detail.