There's nothing wrong with Visual Studio, and if you wish you can turn extensions off although it is generally not worth it to do so. If you need code to compile on two different platforms, the only way to be sure is to actually compile it on both. A VM, as suggested, is a simple way to do this. You can also use GCC on Windows, but IMO it's a pain to setup and Visual Studio does everything I need.
The warning I saw was in Visual Studio 2008. 2010 supports some of the newer standard, and it may support rvalue references which may make that code correct. GCC also supports much of the latest standard, but it requires additional compile flags which are probably not present in the standard makefiles.
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