PS: L'errore era su climits, mica su iostream, vero?
L'errore è su tutto

compilando un file del genere :
Codice PHP:
#include <iostream>
using namespace std;

int main()
{
cout << "Ciao mondo\n";

return 0;
} 
l'output di g++ è:
giacomo@giacomo:~$ g++ -o prova prova.cpp
In file included from /usr/include/bits/posix1_lim.h:126,
from /usr/include/limits.h:144,
from /usr/lib/gcc-lib/i486-slackware-linux/3.3.4/include/limits.h:122,
from /usr/lib/gcc-lib/i486-slackware-linux/3.3.4/include/syslimits.h:7,
from /usr/lib/gcc-lib/i486-slackware-linux/3.3.4/include/limits.h:11,
from /usr/include/c++/3.3.4/climits:49,
from /usr/include/c++/3.3.4/bits/stl_algobase.h:66,
from /usr/include/c++/3.3.4/memory:54,
from /usr/include/c++/3.3.4/string:48,
from /usr/include/c++/3.3.4/bits/locale_classes.h:47,
from /usr/include/c++/3.3.4/bits/ios_base.h:47,
from /usr/include/c++/3.3.4/ios:49,
from /usr/include/c++/3.3.4/ostream:45,
from /usr/include/c++/3.3.4/iostream:45,
from prova.cpp:1:
/usr/include/bits/local_lim.h:36:26: linux/limits.h: No such file or directory
In file included from /usr/include/errno.h:36,
from /usr/include/c++/3.3.4/cerrno:48,
from /usr/include/c++/3.3.4/bits/locale_facets.tcc:38,
from /usr/include/c++/3.3.4/locale:47,
from /usr/include/c++/3.3.4/bits/ostream.tcc:37,
from /usr/include/c++/3.3.4/ostream:535,
from /usr/include/c++/3.3.4/iostream:45,
from prova.cpp:1:
/usr/include/bits/errno.h:25:26: linux/errno.h: No such file or directory