The class defined in script file named 'colorchange' does not match the file name!

using UnityEngine;
using System.Collections;

public class DelegateMenu : MonoBehaviour
{
//we have to declare a delegate so that we can use it in the OnGUI function
private delegate void MenuDelegate();

//in order to use a delegate we need to create a variable of MenuDelegate type so that it can be used throughout the code.
private MenuDelegate menuFunction;

//these variables are only here because it is cheaper to access a value from memory instead of through a static class
private float screenHeight;
private float screenWidth;
private float buttonHeight;
private float buttonWidth;

// Use this for initialization
void Start ()
{
	screenHeight = Screen.height;
	screenWidth = Screen.width;
	
	buttonHeight = screenHeight * 0.3f;
	buttonWidth = screenWidth * 0.4f;
	
	//here we set the menuFunction to point to the anyKey function, which is further down in the code
	menuFunction = anyKey;
}

void OnGUI()
{
	//in order to use a delegate we just call it like a function. Simple!
	menuFunction();
}

//in order to change the GUI we just change the function that menuFunction points to. It will basically take care of itself from that point.
void anyKey()
{
	//check if the user pressed anything, if it did, change the menuFunction to show the main menu
	if(Input.anyKey)
	{
		menuFunction = mainMenu;
	}
	
	//this is just text in the center of the screen telling the user to press any key
	GUI.skin.label.alignment = TextAnchor.MiddleCenter;
	GUI.Label(new Rect(screenWidth * 0.45f, screenHeight * 0.45f, screenWidth * 0.1f, screenHeight * 0.1f), "Press any key to continue");
}

//mainMenu only has two buttons in the version, one to play the game, and one to quit the game
void mainMenu()
{
	if(GUI.Button(new Rect((screenWidth - buttonWidth) * 0.5f, screenHeight * 0.1f, buttonWidth, buttonHeight), "Start Game"))
	{
		Application.LoadLevel("Level1");
	}
	
	if(GUI.Button(new Rect((screenWidth - buttonWidth) * 0.5f, screenHeight * 0.5f, buttonWidth, buttonHeight), "Quit Game"))
	{
		Application.Quit();
	}
}

}

i dont understand what its trying to tell me

Your class is called “DelegateMenu” and your file is called “colorchange”. Try to rename one of them. Both must have the same name, so choose one.