permission denied when try to run

[marbles]

I'm new to C++ programming and i installed Code blocks onto ubuntu to use while learning.
I used a small bit of code which i got from cprogramming.com website but when i click build and run it comes up in a little black box saying

"sh: home/max/documents/ applications/ firstapp: Permission Denied

Press ENTER to continue."

the code i used was

Code

#include <iostream>

using namespace std;

int main()
{
  cout<<"HEY, you, I'm alive! Oh, and Hello World!\n";
  cin.get();
}

to open a new file i clicked file-new-empty file..

can anyone help me out please..

thanks

[thomas]

file permissions