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g++ is part of the Gnu Compiler Collection (gcc). The above link takes you to there website. Be warned, with C++ especially, that 3.4.0 will not compile everything correctly (yet) and will not created binaries backwards compatible with older versions of gcc (aka older libstdc++).
I'd probably recommend using gcc 3.3.3 unless you have a specific reason for doing otherwise.
well, if u want binary packages, then it is dependent on ur distribution. for example, suse's package cant be used for redhat and vice versa. so i told u to check ur linux vendor for updates. if u want sources, u can obtain from any gnu mirror.
PS: Please update ur profile so that we can easily know what distro u are using.
(personal question: are u living in India ?)
well first of all "u _didn't_ update ur profile"
also, why do u want to update gcc ?
by what i know, updating core components like gcc, glibc requires recompilation of all applications that depend on them. So a wise choice would be to update ur distribution - Go Fedora or something like that.