DHT11 Sensor

So, I tried changing the code to <DHT.h> & it didn't change. The error says:

DHTtester.cpp:4:17: error: DHT.h: No such file or directory
DHTtester.pde:-1: error: 'DHT' does not name a type
DHTtester.cpp: In function 'void setup()':
DHTtester.pde:-1: error: 'dht' was not declared in this scope
DHTtester.cpp: In function 'void loop()':
DHTtester.pde:-1: error: 'dht' was not declared in this scope

and in the orange bar it says:

'DHT' does not name a type.

I assumed this code would be legit since it came from ladyada.net

Heeellppp!!!