Help getting started with PID please

I am trying to start a PID which will work with my model. I have a pressure gauge which is attached to A0. I have a pressure I want to get to, for example in this case ‘600,’ and an output that I will want to send to a servo. It is for a model submarine.

In order to get this going I want to start with the basic PID to figure out how it works.

/********************************************************
 * PID Basic Example
 * Reading analog input 0 to control analog PWM output 3
 ********************************************************/

#include <PID_v1.h>

//Define Variables we'll be connecting to
double Setpoint, Input, Output;

//Specify the links and initial tuning parameters
PID myPID(&Input, &Output, &Setpoint,2,5,1, DIRECT);

void setup()
{
  //initialize the variables we're linked to
  Input = analogRead(0);
  Setpoint = 600;

  //turn the PID on
  myPID.SetMode(AUTOMATIC);
}

void loop()
{
  Input = analogRead(0);
  myPID.Compute();
  analogWrite(3,Output);
}

When I load it up however it highlights:

PID myPID(&Input, &Output, &Setpoint,2,5,1, DIRECT);

Notes say:
PID_Basic:12: error: ‘PID’ does not name a type
PID_Basic.ino: In function ‘void setup()’:
PID_Basic:21: error: ‘myPID’ was not declared in this scope
PID_Basic:21: error: ‘AUTOMATIC’ was not declared in this scope
PID_Basic.ino: In function ‘void loop()’:
PID_Basic:27: error: ‘myPID’ was not declared in this scope

Any help will be greatly appreciated. I am sure I can work it out once the thing is configured correctly.

Did you install the PID library?
Where?
Did you restart the IDE?

Yes I did

Johnredearth:
Yes I did

Where did you do it ?