I Will try that Jen, 
Just so as i am not being silly, i will describe my process from the start
1, Open C::B
2, Select "Create New Project"
3, Select "files" from left
4, select"C/C++"
5, Select next
6, Select "C"
7, Select the filename and where i want to save it to
8, Click ok 
9, Write my "Hello World" code
10, hit save, 
11, hit build
Get nothing except the error?
Hmm confused, 
I tried building as a project, and importing the Hello.c file and then hitting build, and i got this message 
-------------- Build: Debug in Hello (compiler: GNU GCC Compiler)---------------
mingw32-gcc.exe -Wall  -g     -c C:\simple\Hello\Hello.c -o obj\Debug\Hello.o
mingw32-g++.exe  -o bin\Debug\Hello.exe obj\Debug\Hello.o    
Execution of 'mingw32-g++.exe  -o bin\Debug\Hello.exe obj\Debug\Hello.o' in 'C:\simple\Hello' failed.
Nothing to be done (all items are up-to-date).
Am i making progress? lol
Rich