What specifically are you looking to do with it? I'm sure it's going to be 
mentioned, but writing a c/c++ program to run on windows and linux would be 
bloated, badly and very complicated. You would be well off to write a QT app to 
run in both. They pride themselves on the mantra, 'code anywhere, compile 
anywhere'

With the new QT 4.x branch you could write it in linux and compile it for 
windows, OS X and linux of course...

nathan