I have quite a bit of experience with BASIC. It was my first programming language, and one I used in some form for a good five years, starting on my old Apple IIc some ten years ago and continuing through MS Visual Basic 4. Naturally I'm a little rusty, but I may be able to help.
What you're missing is a program that converts the code into a form the computer can understand. Usually such a program is called a compiler. I used Microsoft QuickBasic* for a while, and I think that might work for you. A quick Google search should net you a copy. When you open it you are presented with a window where you can enter your code. There is a Run menu which you can use to execute your code. I just tried your code in QuickBasic 4.5, and it works fine.
Let me know if I can be any more help, or if I'm being no help at all. In the meantime, I suddenly have the urge to
fling explosive bananas at gorillas.
*To be more accurate, QuickBasic is a
programming environment that has a compiler embedded in it.