Make sure you havent got it all ready running somewhere?
If you have a complied .exe running and try to compile a second because you cant see it (windowed mode for instance).
What error is coming up on the bottom of the screen and what line of code is highlighted when it fails?
Oh and on another note it might be worth saving and restarting your pc once in a while especially if your trying out different peoples code. i tend to find I need to reset this hunk a junk once very couple of hours.
It might even be you need t restart after your initial instalation to get all the files and connections working together properly.
'Ooh 'eck chief'...'crumbs'