[Dev-C++] need some explanation

[Vlada D. <dj...@im...>]

Hi, everybody
I hope someone can explain this to me. When I write this:

#include <iostream>
#include <stdlib>

using namespace std;

I get error like "stdlib: No such file or directory".
When I write  like this:
#include <iostream>
#include <stdlib.h>

using namespace std;

everything is fine. I thought that with "using namespace" you don't have
specify file extension. Why does the compiler complain only about stdlib
without .h? Can somebody please explain this?
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Vlada