iostream is a C++ header file. It follows ALL C++ compilers, there's not a chance you haven't got it. For C programs, use stdio.h, there is no such thing as iostream in C.
For C++ programs you might want to follow the standard and use "iostream" (without .h) and either add "using namespace std;" below it, or type "std::" in front of all the classes and variables in it (std::cout, std::cin, std: :oops:stream).
Make sure you use brackets when including... rather than "iostream.h".If you still can't get things to work, get yourself a new C++ compiler. You don't have the whole package if you don't have iostream. Free compilers: GCC in Linux (follows the system), DJGPP (basically gcc in DOS, search google and you'll find it at once), Borland C++ (www.borland.com, don't confuse it with C++Builder which is not free).
Non-free compilers would be...ehmm...Visual C++, but that actually performs much much worse than the free ones and only support some parts of the C++ standard. Then there's C++Builder but that one is the same as the free compiler only with a non-commandline interface (you pay for the IDE).
