To set the include directories up in Visual Studio 2010+ you will need to go Project->Properties...->Configuration Properties->VC++ Directories->Include Directories and click the arrow at the end of the input box. Make sure you select 'All Configurations' from the Configuration combo box at the top of the properties page to apply these settings to both the Debug and Release builds. For older versions of VS it's the same process but IIRC the include directories etc. is not part of the project settings but part of the VS settings.
Did that as well... Zippo! Nadda! Nichts!
Plus I didn't miss 'All Configurations' bit either :S