error: Requested include file not found

[shaunh]

Hello, I am very new to C++ and am trying the first code in a tutorial but can't seem to get it to run. The code is:

// my first program in C++

#include <iostream>
using namespace std;

int main ()
{
cout << "Hello World!";
return 0;
}

I saved it as first.cpp and then went to the terminal and typed g++ -o first first.cpp and I get a message that says:

first.cpp:4: error: Requested include file not found

Does anyone know what could be going on? I just installed Ubuntu and am brand new to that as well. Please, if you know what's going on, treat me as if I know nothing; thank you in advance!

Shaun