Ok, problem solved.
I got out of CB, physically moved the needed files into the project directory, renamed the roger21.f95 file to main.f95, did a rebuild and it ran perfectly.
Seems odd that it was necessary since CB has an "add file" button but whatever.
Now the .exe file was found in the roger21/bin/debug directory and it doesn't work because libgfortran-3.dll is missing.
How come?
Roger