Keypad Setup Code - Newbie needs help!

I hooked up a matrix keypad and I am ready to go, but I am getting an error in the code that I am using from

http://arduino.cc/playground/Main/KeypadTutorial

I get the error:

"Matrix_Keypad:29: error: 'Keypad' does not name a type
Matrix_Keypad.cpp: In function 'void loop()':
Matrix_Keypad:41: error: 'kpd' was not declared in this scope"

on the line of code:

// Create the Keypad
Keypad kpd = Keypad( makeKeymap(keys), rowPins, colPins, ROWS, COLS );

This is the second device I have hooked up and tried to get to output something- my first was an LED screen, and it was successful. Any help appreciated.

Thanks!

I get the error:

Which indicates that you didn't download the library, or that you didn't install it properly.

Thank you- that helps. I didn't know what the error was, so i wasn't sure where to even start looking.