[Dev-C++] Compiler Ineffective

I made a program yesterday. I compiled it to an EXE file, but when I ran it,
the window didn't stay up and I couldn't see what it did.

This is the code of a basic program I made that doesn't stay open.

*#include <iostream>
using namespace std;
int main ()
{
cout << "Hello World!";
return 0;
}*

Do I need a pause in there?
Is there a piece of code at the beginning I don't know about?

If I am missing anything or if it is natural, please tell me.

Thank you!

Heedle

P.S. This is my first time on this list.
P.S.S. Don't make fun of my name please. I know it sucks and I don't need
you to rub it in.
P.S.S.S. Don't take offense at the previous sentence. It is just preliminary
in case anybody     does make fun of it.