Thanx saigumi and t for replying so fast.
I did what you told me to do, but it still doesn't work

. I also tryed at work and at a friends PC.
The steps are:
1) unzip the Irrlicht SDK 0.4 to c:\irrlicht
2) add "C:\IRRLICHT\INCLUDE" to the include directories in Visual Studio
3) add "C:\IRRLICHT\LIB\VISUALSTUDIO" to the library directories
Did I forgot something?
After that I build any of the examples (deleting first all .ncb files)
No errors, no warnings, all ok.
I also tryed opening the irrlich.h file with the"open document" feature over the #include.
The examples run ok. But I still can't use the "complete word" or the "list members" feature.
Again, I really appreciate your help, thanx a lot.
