[c++] system("pause"); - Why is it wrong?

You can use std::cin.get() from iostream:

#include <iostream> // std::cout, std::cin
using namespace std;

int main() {
   do {
     cout << '\n' << "Press the Enter key to continue.";
   } while (cin.get() != '\n');

   return 0;
}

Besides, system('pause') is slow, and includes a file you probably don't need: stdlib.h. It is platform-dependent, and actually calls up a 'virtual' OS.