Compiling for Arduino Uno R3 problem

I have just started learning C and compiling programs for Arduino Uno. Although some successes with LED control programs from supplied kit, I have a problem with the simplest program from Cplusplus site in this code:

// my first program in C++

#include <iostream>
using namespace std;

int main ()
{
cout << "Hello World!";
return 0;
}

It refuses to verfiy or compile -
Please indicate what could be the problem?

Thanks for help,
FV
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