Thanks SgtMe. Unfortunately, I need fpu_control.h. The program I am trying to compile that needs it was not written by me. It has to do with floating point precision.
I thought fpu_control.h would be a standard sort of file. But the only information I can find out about it is that it isn't included in my compiler (gcc 4.2). I just can't find out anything else about it! Thanks for your help.