libs - where should they be?

[Krzysztof]

What locations are searched to load shared libraries? I got this message 
from my program:

error while loading shared libraries: 
libboost_program_options.so.1.46.1:  cannot open shared object file: No 
such file or directory

This object is in my search path as link to appropriate file.

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Regards
Krzysztof J.