Indentifier 'TGadget' not found

BlitzMax Forums/BlitzMax Beginners Area/Indentifier 'TGadget' not found

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MyFirstWindow:TGadget=CreateWindow("My First window",200,200,400,80)
Repeat
WaitEvent()
Until EventID()=EVENT_WINDOWCLOSE
End

I copied this straight from the online tutorial and was dismayed that it did not work.
On attempting to compile it an error box reported:

Compile Error
Indentifier 'TGadget' not found

So. Where is it and how do I show it to BlitzMax?
Does this happen to every newbe?
A standard prank?

Julian (-_-)