Mark,
I guess you are using makefile-based project (i.e. "project from existing sources"), right?
In this case you should somehow "explain" the built-in parser where to search your include files. There are two ways of doing that:
1) Manual: in Project View context menu:
Project Properties -> Parser Configuration -> C Compiler (or C++ Compiler) -> Include Directories
2) Automatic: in Project View context menu, select "Configure Code Assistance"
To use this, you have to first build your project with debugging information. The "Configure Code Assistance" mode uses this information to correctly determine what include paths were used.
Regards,
Vladimir