Make sure that ever file including the headers is compiled as an Objective-C++ or a C++ file. You can do this by going selecting a source file, and in the File Inspector of the Utilities panel, you can set how Xcode should compile your file.
The same would happen if you were trying to compile a C source file which included Objective-C headers, for example.
Edit: if the command used to compile contains anything like -nostdinc or -nostdinc++, then you might have to change your project settings. There should be a setting in the section LLVM GCC 4.2 - Language which is labelled Use Standard System Header Directory (for me this is the last setting of that section). Make sure it is set to yes.