Go
here and click the link at the bottom of the page (g95-Mingw_201210). Run the downloaded file and install the g95 compiler.
I'm going to assume that you are on windows, but for linux is exactly the same steps:
1) Open command prompt (win7: start->search for cmd)
2) In the command prompt type:
cd address_of_your_fortran_file and press enter.
E.g. if your file is on your desktop, in a folder named "program", then the command should be: cd "c:\Users\[YourUserName]\Desktop\program"
3) Now just type the command
g95 name_of_your_file and press enter.
E.g. if your file is named hello.f90 then you type: g95 hello.f90
4) Now you should have in your folder another file named a.exe (a.out for linux), double click this and it should...