imsl: cannot open include file "link_fnl..."

I have followed the instructions to install and use IMSL:

http://software.intel.com/en-us/articles/installing-and-using-the-imsl-l...

And get error #5102: Cannot open include file "lnk:fnl_static.h". The directions said to recheck your steps and I did. Can anyone give some advice? I am using VS 2008, Intel Visual Fortran 11.1.070, Window 7, 64 bit, IMSL 6.0.0. To test, I took a sample Fortran program, d_trig_tforms_bvp.f90, which I got to compile and run, and simply added these lines as the directions indicated:

program d_tt_example_bvp
use mkl_dfti
use mkl_trig_transforms
INCLUDE 'link_fnl_static.h'
!DEC$ OBJCOMMENT LIB:'libiomp5md.lib'