我现在因为一个程序的需要安装SGI STL， 但是下载全是*.h文件和一些没有文件扩展名的文件， 请问我到底应该怎么样安装？

tools->options->directories, include the .h file directory in "include files", include the other files directory in "library files"

I think... And the latest version of SGI STL is not for VC++.

For the SGI STL, the header files and the files without ext are all you need (code and algo are already written in the header files). Just make sure the SGI STL directory can be found by your C compiler (in case of VC++, you can follow the previous post; for gcc, etc., use -Ipath will do.) Note that the files without ext are also header files, just that they aggregately include all header files of one category.