Java – Exception in thread “main” java.lang.ClassNotFoundException:

I recently installed intellij IDEA 14.0 and to make sure everything was working I created a simple Hello World program. I do not understand why the output is not correct and why I am getting this error. If someone could please help that would be great.

This is the program:

public class Hello {
  public static void main(String[] args) {
    System.out.println("Hello World!");
  }
}

This is the error:

Exception in thread "main" java.lang.ClassNotFoundException: Hello
at java.net.URLClassLoader$1.run(URLClassLoader.java:372)
at java.net.URLClassLoader$1.run(URLClassLoader.java:361)
at java.security.AccessController.doPrivileged(Native Method)
at java.net.URLClassLoader.findClass(URLClassLoader.java:360)
at java.lang.ClassLoader.loadClass(ClassLoader.java:424)
at sun.misc.Launcher$AppClassLoader.loadClass(Launcher.java:308)
at java.lang.ClassLoader.loadClass(ClassLoader.java:357)
at java.lang.Class.forName0(Native Method)
at java.lang.Class.forName(Class.java:260)
at com.intellij.rt.execution.application.AppMain.main(AppMain.java:116)