Commpiler problem

Hi
This a basic question as i am starting to learn C, I have a dualboot system with linux on one side and that is what i am using. The Emacs prog, so i have writen the following
#include <stdio.h>
main()
{
printf("hello, world\n")
}.
this appears to compile and produce a file called a.out. great
when i try to get this file toshow it self in linux i recieve a ans saying bash not a valid command.
Does anyone have any sugestions as to what extra program bits i need to install to make this work. thanks you very much