I have a problem with Latex. I use MikeTex as Latex distribution and TexnicCenter as editor. I want the code for a mathematical sentence with proof. I used the package ntheorem and I got the mistake:

%ntheorem Umgebung
\theoremstyle{nonumberplain}
\theoremheaderfont{%
\normalfont\scshape}
\theorembodyfont{\normalfont}
\theoremsymbol{\rule{.5em}{.5em}}
\newtheorem{satz}{Satz:}
\newtheorem{beweis}{Beweis:}
\begin{satz}
$1$ ist grö"ser als $0$.
\begin{beweis}
Da $1 = 1 \cdot 1$, ist $1$ eine Quadratzahl, und Quadratzahlen ungleich~$0$ sind immer grö"ser als~$0$.
\end{beweis}
\end{satz}

You can use amsmath, according to the documentation linked to by las3rjock. You can also get some of the amsthm options by using amsthm as an option to ntheorem.

Or you can just not spend any time reading such a document and do it the ugly way