It depends on what operating system you use.
If it's Windows you can use MinGW or Visual Studio Express Edition.
If it's Unix-like system you can use gcc.
Please goole to find where you can download it.
P.S. I presented free most used compilers, of course, there are many others
@Zhi
it might be because you included the old iostream... like this: #include <iostream.h>
Don't use the .h in iostream like this: #include <iostream> .. although that only generates a compile warning not a error.
Later edit: Also might be because you named your file .c instead of .cpp