Since some days I try to use the STL on psp...
But psp-g++ don't know it ... How can I compile to use it ?
I already tried to include (in the makefile) stdlib++ ..(something like that)
I did not completely understand you question but if I remember correctly, to compile a C++ program just use a standard Makefile (you can find them in the samples directories), however looking around I found this (mentions some Makefile flag for C++):
Also you don't mention what SDK are you using MinPSPW (Windows), or PSPSDK from ps2dev.org (Linux), I used the latter since MinPSPW was giving me compile errors when I tried to use OSlib or SDL.