[C++] Compilare con g++

[P4nico]

#include <iostream.h>

main()
{
    cout << "Hello\n";
} 

Scrivendo questo banalissimo pezzo di codice per capire il funzionamento di g++, ed eseguendo il comando:

g++ hello.cpp

mi crea il file dandomi questo warning:

In file included from /usr/include/c++/4.1.3/backward/iostream.h:31,
                 from ao.cpp:1:
/usr/include/c++/4.1.3/backward/backward_warning.h:32:2: warning: #warning This file includes at least one deprecated or antiquated header. Please consider using one of the 32 headers found in 

section 17.4.1.2 of the C++ standard. Examples include substituting the <X> header for the <X.h> header for C++ includes, or <iostream> instead of the deprecated header <iostream.h>. To disable this warning use -Wno-deprecated. 

Sapete dirmi come posso compilare facilmente programmi scritti in c/c++?