"iostream.h" is an anachronism.
Modern C++ programs should use "#include <iostream>" instead.
Here's an example:
using namespace std;
main(int argc, char* argv)
cout << "Hello world" << endl;
'Hope that helps .. PSM
Of course, maybe you just didn't install the complete development package.
For Redhat or Centos, for example, you'd run something like:
yum install gcc gcc-c++ make autoconf automake gawk binutils
for Ubuntu, an equivalent command might be:
sudo aptitude install build-essential