Again thank you for your help. I downloaded opencv from sourceforge and after that doubled click on the file and thats all. However I think the problem is there but I do not know how to fix it.
As NT3 mentioned earlier if you are going to include with <> you must have it in the include path of your compiler otherwise you will need to tell it the location of the file like: #include "c:\users\me\desktop\cv.h" though if you are using unix you are going to need forward slashes.