hi Markus ,
 
     Steeps i have done is
          1. downloaded boost library  boost_1_39_0
          2. build the program.option using bootstrap.sh --without-libraries=program_options --libdir=/home/narendra/boost_instal/boost_1_39_0/b_lib_ins
          where /home/narendra/boost_instal is the directory where i have stored boost library
I tried to link like this
 g++ -I /home/narendra/boost_instal/boost_1_39_0 test.cpp -o test -L /home/narendra/boost_instal/boost_1_39_0/stage/lib -l/home/narendra/boost_instal/boost_1_39_0/stage/lib/libboost_program_options-gcc41-mt-1_39.a