You most likely need to configure your Borland properly. I don't use it so I can't tell how, but I am sure you have somehwere an installation guide or a readme file.
Perhaps this link is usefull as well:
http://cplus.about.com/od/compilersa.../aa031502a.htm
Another option is to install DevCPP 5. It's visual debugger is somwhat buggy (how ironic ) but otherwise the compiler meets the latests standards and you don't have to depend on commandline based compiling and debugging.