it sounds like csc is not on the run path, so when you type it the system doesn't know where to look... First of all, you need to find out where the compiler lives - run a search for csc from search in the start menu - when this comes up right click on it, select properties and where it says location drag the cursor all the way accross the entry (the bit that starts C:\ until you have the whole file location captured) - then hit ctrl c to copy it into the paste buffer - then go to control panel -> system -> Advanced -> Environmant Variables - in the bottom window double click on the word Path - then scroll all the way to the end of the path add a semi colon and press ctrl v to paste the new location. Now the system should be able to find csc on the run path and when you compile your program it will produce a .exe in the location of the .cs source file that you fed to the compiler.
Hope this helps, probably other ways of doing this aswell.
Duncan