'iostream' is a c++ header, and is provided
by the package 'libstdc++6-4.3-dev' being
installed with the 'g++-4.3' package.
( I guess, you are still using Debian 5.)
2) apt get-install g++
( which will install g++-4.3 )
Or choose another or some more 'g++'s, if you wish,
they are all mentioned here