Thank you for your reply. 

I solve the problem eventually by changing the order of the command
parameters 
from: g++ -I/usr/local/include/activemq-cpp-3.8.2/
-I/usr/local/apr/include/apr-1 -L/usr/local/lib -lactivemq-cpp -o a.o
~/Desktop/Test.cpp 
to: g++ -o a.o ~/Desktop/Test.cpp -I/usr/local/include/activemq-cpp-3.8.2/
-I/usr/local/apr/include/apr-1 -L/usr/local/lib -lactivemq-cpp 
  
However I am not clear about the reason.(I am a greenhand on Linux) 



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