ok I'm a beginner so go easy on me people

I'm working on learning C++ from a pdf manual and am using MS VisualStudio 2010 ultimate edition when I put the code in below it gives me this error message what does this mean and how can I fix it?
'"C:\Users\miller2249\Documents\Visual Studio 2010\Projects\my first string\Debu
g\my first string.exe"' is not recognized as an internal or external command,
operable program or batch file.
Press any key to continue . . .
that is the error message I recieve and this is the code I am typing in

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 // my first string
#include <iostream>
#include <string>
using namespace std;

int main ()
{
	string mystring = "This is a string";
	cout << mystring;
	return 0;
}


and this is the pdf manual I am working from if it helps any
C++ Language Tutorial by Juan SouliƩ
code is correct. You probably don't have to file in your project or something.
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