what is wrong in this code?

Hello,
sorry for my english,
I make some arduino project before, but now I try to make flashing LED it's not working on arduino, only work on simulation.
this is my code:-

////////////////////////////////////////////////////////////////////////////
void setup()
{
pinMode(3, OUTPUT); // sets the digital pin as output
}

void loop()
{
digitalWrite(3, HIGH); // sets the LED on
delay(250); // waits for a second
digitalWrite(3, LOW); // sets the LED off
delay(250); // waits for a second
}
////////////////////////////////////////////////////////////////////////////
please help me what is worong?

I can't see anything wrong with your code, apart from the comments don't match the code.
Maybe it's your wiring.

The LED built onto the UNO/MEGA boards is on pin 13. Are you connecting your own LED to pin 3?
The LED will need a resistor and it also needs to be the right way round.