problem in compiling a file

Dear all

I am trying to use glasso for matlab, downloaded from: http://www-stat.stanford.edu/~tibs/glasso/ . I unzipped the file, set the matlab path to the unzipped file and tried to run the function GraphicalLasso.m from the command window, where I got the following error message:

 ??? Error using ==> glasso at 68 mex file absent, type 'mex glasso.F' to compile

After the suggestion of Kaustubha Govind I changed my current folder to the glasso file and run the command >> mex glasso.F where I got the following error:

lcc preprocessor error: glasso.F:58 Could not find include file "fintrf.h"

Error glasso.F: 2 syntax error; found `c' expecting `;'

Error glasso.F: 2 syntax error; found `The' expecting `;'

Error glasso.F: 2 syntax error; found `Matlab' expecting `;'

Error glasso.F: 2 syntax error; found `mex' expecting `;'

Error glasso.F: 2 syntax error; found `interface' expecting `;'

Error glasso.F: 2 syntax error; found `for' expecting `;'

Error glasso.F: 2 skipping `for'

Error glasso.F: 2 syntax error; found `Lasso' expecting `;'

Error glasso.F: 2 syntax error; found `algorithm' expecting `;'

Error glasso.F: 3 syntax error; found `c' expecting `;'

Error glasso.F: 3 syntax error; found `Written' expecting `;'

Error glasso.F: 3 syntax error; found `by' expecting `;' Error glasso.F: 3 syntax error; found `:' expecting `;'

Error glasso.F: 3 skipping `:' Error glasso.F: 3 syntax error; found `Karshenas' expecting `;'

Error glasso.F: 3 illegal character `@'

Error glasso.F: 3 syntax error; found `fi' expecting `)'

Error glasso.F: 3 skipping `fi' `.' `upm' `.' `es' Error glasso.F: 4 extraneous old-style parameter list Error glasso.F: 4 too many errors

C:\PROGRA~1\MATLAB\R2010A\BIN\MEX.PL: Error: Compile of 'glasso.F' failed.

Can anyboby help me out on this? It is the first time I am trying to compile anything, therefore nothing is obvious to me!