MinGW compiler problems

I'm usually a linux programmer and I use the terminal to switch to folders and run g++ file blah blah.... I'm currently on windows with MinGW installed and I'm on the MinGW site trying to use the command line to make compiling c++ files work.

Like I said I have the MinGW installed and it tells me to use the g++ command which I'm familiar with. But everytime I type it in the commond prompt it says the command not recognized. Any help?
Use MinGW command prompt or add "bin" folder of MinGW installation to %PATH% environment variable.
You do this using the "set" command at the command prompt by the way: http://ss64.com/nt/set.html
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