Hello World problem for beginner

[eluser]Rabbi[/eluser]
After this post
http://ellislab.com/forums/viewthread/81081/

I made a file named "blog.php" in application\controllers\blog.php.

Here is my code, which i have written in the file blog.php

Code:

<?php
class Blog extends Controller {

    function index()
    {
        echo 'Hello World!';
    }
}
?>