Include several files

I have a lot of classes for a really big program, but so far i've put then into a single header and implementation. I've tried splitting it up so each class has its own .h and .cpp, but i don't know how to do this so i get all sorts of weird compile-time errors. How would i include say... four classes that all depend on each other?
I wrote an article on this very subject:

http://www.cplusplus.com/forum/articles/10627/
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