nomenclature

Hello everyone,

I have tried to create a nomenclature for my dissertation. I have used nomenclature package, print nomenclature. In fact I used the example

\documentclass{article}
\usepackage{nomencl}
\makeglossary
\begin{document}
\section*{Main equations}
\begin{equation}
a=\frac{N}{A}
\end{equation}%
\nomenclature{$a$}{The number of angels per unit area}%
\nomenclature{$N$}{The number of angels per needle point}%
\nomenclature{$A$}{The area of the needle point}%
The equation $\sigma = m a$%
\nomenclature{$\sigma$}{The total mass of angels per unit area}%
\nomenclature{$m$}{The mass of one angel}
follows easily.
\printglossary
\end{document}

but it does not create anything.

Does anyone know what am I missing?

P.S. I am using LED as editor and MikTex as compiler.

Thanks,