Mine

[sbox-SDK_X86: ~/test] > cat test.cpp
#include <iostream>
#include <boost/asio.hpp>
#include <boost/thread.hpp>

int main(int argc, char *argv[])
{
        boost::asio::io_service io;
        return 0;  
}

[sbox-SDK_X86: ~/test] > g++ test.cpp -I ../boost_1_33_1/ -o test
/var/tmp/ccSU0Wze.o: In function `boost::asio::detail::posix_thread::~posix_thread()':test.cpp:(.text._ZN5boost4asio6detail12posix_threadD1Ev[boost::asio::detail::posix_thread::~posix_thread()]+0x18): undefined reference to `pthread_detach'
/var/tmp/ccSU0Wze.o: In function `boost::asio::detail::posix_thread::join()':test.cpp:(.text._ZN5boost4asio6detail12posix_thread4joinEv[boost::asio::detail::posix_thread::join()]+0x20): undefined reference to `pthread_join'
collect2: ld returned 1 exit status