Compiler Question.......

First of all I am new at programming so don't think I am stupid for this question. I bought a compiler about a year ago, to compile a C++ program I used to enter
#include<iostream.h>, but now they changed the ANSI something and people do it as follows #include<iostream> and then use the "using namespace std;" thing. Now my question is is there any way that I can download some new files so that I can use #include<iostream> because currently my compiler doesn't support this, please help.

It is still:

#include<iostream.h>
#include<conio.h>

They eliminated it to save time. The form:

#include<iostream>

is still the same with the above.