You either created a C project instead of a C++ one or you have a bad Dev-C++ setup.
Right-Click the project name on the left-hand side list. Choose Project Options->Files Tab. Select the cpp file and make sure "Compile file as C++" is checked. If you still have the same problem, or it is already checked, go to Tools Menu->Compiler Options->Directories Tab->C++ Includes Tab and tell us what paths it has listed.
Also, when creating new projects make sure you specify them as C++ on the first dialog screen.