Discrete Math "Well Order"

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the definition of a well order is that if $R$ is a linear (order) and every non-empty subset of $A$ has a least element. I understand that

$(\mathbb N,\le)$ is a well-order but how come

$(I,\le)$ with subset of negative integers is not a well-order?

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Can you come up with a set of negative integers that does not have a least element?