Add Linux build support
Fix some warnings (g++ considers it a warning not to have a newline at end of file)

VS doesn't have a direct option to do this, but you can use a macro such as
http://developer-resource.blogspot.fi/2009/03/add-new-line-at-end-of-file.html
Merge pull request #1 from clbr/build

Linux build support + a warning note