Installing Boost is not hard. On OpenBSD:
$ pkg_add boost
While on Arch Linux:
$ sudo pacman -S boost
The thing is when compiling program, please link related Boost libraries. E.g., on OpenBSD:
$ c++ -L/usr/local/lib client.cpp -o client -lboost_system
On Arch Linux, -pthread option is needed:
$ c++ -pthread client.cpp -o client -lboost_system