Why can I run (runghc) some Haskell scripts but I cannot seem to compile them?

Why can I run (runghc) some Haskell scripts but I cannot seem to
compile them?

e.g. http://www.haskell.org/all_about_monads/examples/example25.hs

I've changed the import listing to the following:

import IO
import System
import Monad
import Data.Maybe
import Data.List
import Data.Char (toLower)
import Control.Monad.State
import Control.Monad.Writer

--
Regards,
Casey