programmer is not responding error

I was just trying to uploading my first sketch to my arduino Duemilanove ATmega 328 and when I try to upload my sketch an error appears saying:
avrdude: stk500_recv(): programmer is not responding
I do not know what do as this is my first time. Can anyone help?

Can anyone help?

Along with that message is a link to the Troubleshooting section. Posting on the forum is way down on the list of things to do.