I used Notepad to compile my txt file and then I transferred this file to UNIX. When I use vi to open the file, I found that at the end of each line there was a "^M" character.
In the original txt file there was not this character. Why this character would been added automatically in UNIX?

the text file under unix is fifferent from m$ DOS,

if you use ftp to exchange text files between them, you should always use ascii model;
if you use mcopy u should always add the -t switch

or you may use this to trim the '^M' charater under unix if you already cp'ed the text file to unix:
tr -d "\015" < hello.c > hello.unix.c

You could also do a global replace in vi. At the command prompt
(the , type

1,$s/ctrl-vm//g

where ctrl-v means hold the control key while pressing the letter v. Then release them both and press the m key. The text at the command prompt should then look like

1,$s/^M//g

This will strip the ^M which is a linefeed in DOS/Windows. Next time you should do as jApHEth said and ftp in ASCII mode.

In DOS ,the end of the line is indiacted by two characters to have compatability with type writer i.e enter ( new line feed) and carrige return (to bring the typewriter head to start position) but in unix only end of line is there with no carrige return so character
' ^ M ' gets appended at the end of line.

You could use the dos2unix command to take the ^M characters out.

do something like this:

dos2unix file &gt; newfile

This will create a new file that is the same as your original file except without the ^M characters.