Writing C++ in Xcode 4

I'm trying to learn C++ and I'm not a fan of Windows, therefore using Visual Studio isn't ideal. I have Xcode on my Mac though. I wrote a program in C++ in Visual Studio and it works fine. When I transfer the code to Xcode (using the c++ tool environment) It still works fine but it doesn't like the top #include statement. Why? ``` #include "stdafx.h" #include <stdlib.h> #include <iostream> #include <time.h> ``` Also it still doesn't like it if I use `<...>` instead of `"..."` It doesn't affect my current program that I can see. Basically I'm wondering what its importance is? and do I or will I need it in the future?