protien pretty much helps build everything.
As for the iron issue, i wrote extensively about it in the post stream to mommy1 in the new to vegetarianism forum. i don't know how to connect/llink to a single post yet, but you'll find it in there. i believe it's the stream about not feeling well.
anyway, there are basicly three types of iron that you can get. Supplemental iron is usually elemental iron from salts. this is relatively absorbable and isn't affected by other dietary considerations. Heme iron, which is present in animal products including eggs and dairy (so, if you have no problem, digestively, with eggs, then they may be an option for you), is also an easily absorbed form of iron that diet doesn't inhibit. Non-heme iron--found in vegetables--is the most difficult to absorb. Increasing vitamin C helps absorption, but also decreasing those things that inhibit absorption will also help increase the amount that could be absorbed. there are a variety of sources of things that inhibit nonheme iron absorption, and a short list is described on the NIH web link that i gave in the post stream that i mentioned.