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