How To Input A Script to MS IDE?

Question

How do I input a script - a C# prog such as 'hello world' - into the MS IDE? Here's the script: 

// Namespace Declaration
using System;

// Program start class
class WelcomeCSS
{
// Main begins program execution.
static void Main()
{
// Write to console
Console.WriteLine("Welcome to the C# Station Tutorial!");
}
}

I have just begun my 'learn C#' journey.  I have found what seems an excellent tutor - "C# Station".  That's where that script comes from.
And I've found a problem.  I can't compile from the command prompt.  My machine is screwed up, probably, with installations of Visual Studio from 2005, 2008 and 2009, been there for yonks.  I ran the batch file but it didn't correctly set the environment vars.
That script was meant to be run from the command line.
I downloaded and installed Mondevelop but that didn't help.
Can anyone steer me right?
regards,
ab  :)