[c++] error: passing xxx as 'this' argument of xxx discards qualifiers

Actually the C++ standard (i.e. C++ 0x draft) says (tnx to @Xeo & @Ben Voigt for pointing that out to me):

23.2.4 Associative containers
5 For set and multiset the value type is the same as the key type. For map and multimap it is equal to pair. Keys in an associative container are immutable.
6 iterator of an associative container is of the bidirectional iterator category. For associative containers where the value type is the same as the key type, both iterator and const_iterator are constant iterators. It is unspecified whether or not iterator and const_iterator are the same type.

So VC++ 2008 Dinkumware implementation is faulty.


Old answer:

You got that error because in certain implementations of the std lib the set::iterator is the same as set::const_iterator.

For example libstdc++ (shipped with g++) has it (see here for the entire source code):

typedef typename _Rep_type::const_iterator            iterator;
typedef typename _Rep_type::const_iterator            const_iterator;

And in SGI's docs it states:

iterator       Container  Iterator used to iterate through a set.
const_iterator Container  Const iterator used to iterate through a set. (Iterator and const_iterator are the same type.)

On the other hand VC++ 2008 Express compiles your code without complaining that you're calling non const methods on set::iterators.