normal my_norm(0, 1); pdf(my_norm, 2.0);
X:/boost_1_45_0/if you have a separate partition X for Boost releases. Or you can use an environment variable BOOST_ROOT set to your Boost place, and include that. Visual Studio before 2010 provided Tools, Options, VC++ Directories to control directories: Visual Studio 2010 instead provides property sheets to assist. You may find it convenient to create a new one adding \boost-latest_release; to the existing include items in $(IncludePath).
::errnoset for overflow/errors etc?