Auto include header under gcc (for include pre-compiled header)

In linux platform, I want to build a C++ project that was developed under Visual Studio 2008.
It has pre-compiled header named as "stdafx.h", and it has included into all sources via "Forcfed Include File" option of Visual Studio project settting.
But I found no way to auto-include "stdafx.h" via gcc.
It's tiring that inserting "#include" directive into all sources.
I think it's not cool that replacing all sources via sed, perl or something.
Is there a better way?
I don't know about `stdafx.h' or VS08, please explain their behaviour.

To include a file you could use the -include file preprocessor option
Great, I reached the goal!
I had been looked for the way by "gcc --help | grep include", and I have not found it.
"-include file" option just matches my purpose.

"stdafx.h" is a pre-compiled header under VS.
"Forcfed Include File" option of VS behaves same as "-include file" option of gcc.
I often use this option for including "stdafx.h" into all sources.

Your answer made me happy.
Thanks,
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