I have a new c++ proj in MSVC++ 7.0

Code:
#include "iostream.h"

int _tmain(int argc, _TCHAR* argv[]) {
	return 0;
}
Why wouldn't this work? It says:
unexpected end of file while looking for precompiled header directive

It means what? I can only make a proj if I'll have a header too? I even tried to put one(I deleted ALL the default files it puts on my proj) and it still gave me error.

Could someone enlight me up