From Per Bothner:
The Standard Template Library (STL) uses many of the extensions that the ANSI/ISO committee has made to templates, and g++ doesn't support some of these yet. So if you grab HP's free implementation of STL it isn't going to work. However, starting with libg++-2.6.2 libg++ contains a hacked version of STL, based on work by Carsten Bormann, which permits g++ to compile at least the containers. A full implementation is going to need improved template support, which will take a while yet (2.8.0 will compile the HP version successfully, except for a couple of easily fixed places where the HP code violates the draft standard).
Actually, the hacked STL and gcc-2.7.2 work quite well; I've succeeded in making significant use of it. Almost all of the ObjectSpace examples (a set of over 200 simple examples of STL usage) now work.
There are several commercial suppliers of STL implementations; ObjectSpace's version supports gcc-2.7.x.
Mumit Khan has produced an "STL newbie guide" with lots of information on using STL with gcc. See
`http://www.xraylith.wisc.edu/~khan/software/stl/STL.newbie.html'