SQL-commands does not work

Hi!

When I try the command createdb mydb from psql, nothing happens.
I get no response whatsoever.
My system is Windows XP Professional Edition, and my
PostgreSQL version is 8.1.3.

I can connect to a database using \c NAME OF DATABASE,
but when trying SQL-commands, nothing happens.

When using pgAdmin III though, everything works fine..

Appreciate all the help I get!

Regards,
Christo