Unable to start program

I have just made a Windows form program, and it will not start.
This is the error i'm receiving:

"Unable to start program 'c:\users\****\documents\visual studio 2010\Projects\Windows_Form_Battleships\Debug\Windows_Form_Battleships.dll'."

I've looked through the configuration for the Debug but to be honest I have no idea what I'm doing...

Edit: I have looked in that directory and the file is most definitely there...
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On Windows, you execute executables, not dynamic link libraries.

Make sure you're building an application and not a DLL.
I see... however I hadn't changed anything in my project properties or configuration... I was receiving this error the minute i tried to run it after just creating the project...
How would i ensure it is building as an Exe?
Thank you for your help, I have just been informed i was using the wrong Project type.

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