I am trying to compile the multiple_sources.cpp to compile on my computer. I am running Xubuntu Lucid Lynx fully updated.
It will compile without issue with g++ -c
The -l param is wrong; get rid of the lib pre-fix and use -lboost_program_options.
The linker expects all libraries to begin with lib, and for you to leave that off when specifying the library.
You could also include the full path to the library in the list of files, without -l (e.g. g++ multiple_sources.cpp /usr/lib/libboost_program_options.so), but for system libraries, it's better to follow convention; they aren't always installed in /usr/lib.