Instalei o boost no ubuntu 10.04 por

sudo apt-get install libboost-dev

Acho que depois disso não preciso definir nenhum sinalizador -I e -L, então eu compilo meu código por

g++ test.cpp

Aqui está o meu test.cpp

#include <iostream>
#include <string>
#include <set>
#include <sstream>

#include <boost/config.hpp>
#include <boost/program_options/detail/config_file.hpp>
#include <boost/program_options/parsers.hpp>

namespace pod = boost::program_options::detail;

int main() 
{  
    //contents
    std::stringstream s(
            "a = 1\n"
            "b = 2\n"
            "c = test option\n");
    //parameters
    std::set<std::string> options;
    options.insert("a");
    options.insert("b");
    options.insert("c");

    //parser
    for (pod::config_file_iterator i(s, options), e ; i != e; ++i)
    {
        std::cout << i->value[0] << std::endl;
    }
}

Acho que tudo vai bem, mas na verdade existem alguns erros:

/tmp/ccNQEbJM.o: In function `boost::program_options::detail::basic_config_file_iterator<char>::basic_config_file_iterator(std::basic_istream<char, std::char_traits<char> >&, std::set<std::basic_string<char, std::char_traits<char>, std::allocator<char> >, std::less<std::basic_string<char, std::char_traits<char>, std::allocator<char> > >, std::allocator<std::basic_string<char, std::char_traits<char>, std::allocator<char> > > > const&, bool)':
a.cpp:(.text._ZN5boost15program_options6detail26basic_config_file_iteratorIcEC1ERSiRKSt3setISsSt4lessISsESaISsEEb[boost::program_options::detail::basic_config_file_iterator<char>::basic_config_file_iterator(std::basic_istream<char, std::char_traits<char> >&, std::set<std::basic_string<char, std::char_traits<char>, std::allocator<char> >, std::less<std::basic_string<char, std::char_traits<char>, std::allocator<char> > >, std::allocator<std::basic_string<char, std::char_traits<char>, std::allocator<char> > > > const&, bool)]+0x24): undefined reference to `boost::program_options::detail::common_config_file_iterator::common_config_file_iterator(std::set<std::basic_string<char, std::char_traits<char>, std::allocator<char> >, std::less<std::basic_string<char, std::char_traits<char>, std::allocator<char> > >, std::allocator<std::basic_string<char, std::char_traits<char>, std::allocator<char> > > > const&, bool)'
a.cpp:(.text._ZN5boost15program_options6detail26basic_config_file_iteratorIcEC1ERSiRKSt3setISsSt4lessISsESaISsEEb[boost::program_options::detail::basic_config_file_iterator<char>::basic_config_file_iterator(std::basic_istream<char, std::char_traits<char> >&, std::set<std::basic_string<char, std::char_traits<char>, std::allocator<char> >, std::less<std::basic_string<char, std::char_traits<char>, std::allocator<char> > >, std::allocator<std::basic_string<char, std::char_traits<char>, std::allocator<char> > > > const&, bool)]+0x5f): undefined reference to `boost::program_options::detail::common_config_file_iterator::get()'
/tmp/ccNQEbJM.o: In function `boost::eof_iterator<boost::program_options::detail::common_config_file_iterator, boost::program_options::basic_option<char> >::increment()':
a.cpp:(.text._ZN5boost12eof_iteratorINS_15program_options6detail27common_config_file_iteratorENS1_12basic_optionIcEEE9incrementEv[boost::eof_iterator<boost::program_options::detail::common_config_file_iterator, boost::program_options::basic_option<char> >::increment()]+0x10): undefined reference to `boost::program_options::detail::common_config_file_iterator::get()'
/tmp/ccNQEbJM.o: In function `boost::program_options::detail::basic_config_file_iterator<char>::getline(std::basic_string<char, std::char_traits<char>, std::allocator<char> >&)':
a.cpp:(.text._ZN5boost15program_options6detail26basic_config_file_iteratorIcE7getlineERSs[boost::program_options::detail::basic_config_file_iterator<char>::getline(std::basic_string<char, std::char_traits<char>, std::allocator<char> >&)]+0x5b): undefined reference to `boost::program_options::to_internal(std::basic_string<char, std::char_traits<char>, std::allocator<char> > const&)'
collect2: ld returned 1 exit status

Não consigo descobrir onde e por que erre