By the way, one of the neat things of the STL is that you can actually write the OP's code like this:
std::ifstream input(fileName.c_str());
std::vector<int> values;
if( input )
std::copy(std::istream_iterator<int>(input), std::istream_iterator<int>(), std::back_inserter(values));
The C# equivalent of that would be to use LINQ, I guess:
var values = from line in File.ReadLines(fileName)
from value in line.Split(new[] { ' ' }, StringSplitOptions.RemoveEmptyEntries)
select Convert.ToInt32(value);
