Compiling My First Project

It is probably me, but I can not get anything to compile with IntelliJ Idea 10.0.2 on my Win7 (64bit) machine.

After installing IntelliJ Idea, I goto File -> New Project -> Create project from scratch, and name it "untitled3" with the rest defaults (project files location is C:\Users\Kyle\IdeaProjects\untitled3).  I click Next, and keep "Create source directory" selected.  And click Finish.

I make a new class in the "src" directory, and call it "test".  I add three lines to the autogenerated code to result in:

/**
* Created by IntelliJ IDEA.
* User: Kyle
* Date: 22/03/11
* Time: 11:53 AM
* To change this template use File | Settings | File Templates.
*/
public class test {
    
    public static void main(String[] args){
        System.out.println("Hellow World");
    }
}

And then select Build -> Rebuild Project.  After a second there is "Compilation completed successfully" in the bottom left.  A scan of my whole drive show no "test.class" anywhere.

Needless to say, a right click on the "test" file, and selecting 'Debug "test.main()"' results in a ClassNotFoundException:

C:\java6\bin\java -agentlib:jdwp=transport=dt_socket,address=127.0.0.1:55114,suspend=y,server=n -Dfile.encoding=UTF-8 -classpath "C:\java6\jre\lib\alt-rt.jar;C:\java6\jre\lib\charsets.jar;C:\java6\jre\lib\deploy.jar;C:\java6\jre\lib\javaws.jar;C:\java6\jre\lib\jce.jar;C:\java6\jre\lib\jsse.jar;C:\java6\jre\lib\management-agent.jar;C:\java6\jre\lib\plugin.jar;C:\java6\jre\lib\resources.jar;C:\java6\jre\lib\rt.jar;C:\java6\jre\lib\ext\dnsns.jar;C:\java6\jre\lib\ext\localedata.jar;C:\java6\jre\lib\ext\sunjce_provider.jar;C:\Users\Kyle\IdeaProjects\untitled3\out\production\untitled3;C:\Program Files (x86)\JetBrains\IntelliJ IDEA 10.0.2\lib\idea_rt.jar" test
Connected to the target VM, address: '127.0.0.1:55114', transport: 'socket'
java.lang.NoClassDefFoundError: test
Caused by: java.lang.ClassNotFoundException: test
    at java.net.URLClassLoader$1.run(Unknown Source)
    at java.security.AccessController.doPrivileged(Native Method)
    at java.net.URLClassLoader.findClass(Unknown Source)
    at java.lang.ClassLoader.loadClass(Unknown Source)
    at sun.misc.Launcher$AppClassLoader.loadClass(Unknown Source)
    at java.lang.ClassLoader.loadClass(Unknown Source)
Disconnected from the target VM, address: '127.0.0.1:55114', transport: 'socket'
Could not find the main class: test.  Program will exit.
Exception in thread "main"
Process finished with exit code 1

So, what am I missing?   I tried with my old version of 7.0.2 also, and same thing.  I never had this problem when I was using IDEA a few years ago (but that was on XP).  

Thanks