AHA!!
I didn't even think about the fact that I was logging in as root. Awesome. Finally got it to build, thanks so much for the help man, now I can code whenever I get a good idea, and I've got an iTouch so when I don't have internet I have a new toy to play with too.
Did you have any problems compiling c++? It's not finding any of the headers either, and I'm root this time

I installed the 'iPhone OS C/C++ compiler' and 'C++ Standard Library' packages from Cydia but still getting the same problem, and the article you posted doesn't have anything about C++. I'm gonna mess with putting the headers in different places and see if g++ can find them, I'll post if I have any success.