c++ compile/link problem

I am struggling trying to get a connection to my postgres database from a c++ program. I have read the documention and looked at many examples, but when I try to compile the code I get the same type errors every time. They look like:

/tmp/cc38u8Jz.o: In function `main':
/tmp/cc38u8Jz.o(.text+0x3b): undefined reference to `PgConnection::PgConnection(
char const *)'
/tmp/cc38u8Jz.o(.text+0x4e): undefined reference to `PgConnection::~PgConnection
(void)'
collect2: ld returned 1 exit status

What am I doing wrong?

Shane Hansen