windows - How do include paths work in Visual Studio?

Question

Visual Studio drives me crazy and I am suspecting I am doing something wrong.

This is what I do: I installed Visual Studio (Pro '08) a long time ago, I installed the Windows SDK (Win 7 x64), someone emails me a project, it fails to build.

Invariably, it can not find windows.h. While it is easy enough to include C:Program FilesMicrosoft SDKsWindowsv7.0Include in the project settings of every single project, I feel that this may not be the proper way to do it. Is there a way to somehow make Visual Studio globally aware of these files?
I also tried to include the above directory in the path variable but that didn't change anything.

Also, it will randomly find windows.h but not winresrc.h in the same directory.

Edit:
It was a problem with my machine. Somehow, Visual Studio thought that my Windows SDK was in the wrong place. See accepted answer and comments for the fix.

Answer 1

@RichieHindle solution is now deprecated as of Visual Studio 2012. As the VS studio prompt now states:

VC++ Directories are now available as a user property sheet that is added by default to all projects.

To set an include path you now must right-click a project and go to:

Properties/VC++ Directories/General/Include Directories

Screenshot: