Hello, I installed Microsoft Visual Studio 2008 Express Editions last week. Then I found there are many head files missing, such as: matrix.h
stdafx.h
matlablink.h
itpp/itcomm.h

Should I uninstall Microsoft Visual Studio 2008 Express Editions and then install Microsoft Visual Studio 2008 Standard Editions? Is there free download version of Microsoft Visual Studio 2008 Standard Editions?

Or should I install SDK? However, it does not support Express Edition.

You'll have to install whatever libraries provide you with these "missing" headers. They do not come with Visual Studio, nor do I believe they are a part of the C++ standard. itpp/itcomm.h appears to be part of the IT++ Communications library. Google the header files and you should be able to find what you're looking for.

Can u check if ur include directories are set properly?
You can check it in Options- > Project and solutions -> VC++ directories.
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Thank you for the information. I checked the include file in VC. There are many headfiles missing. So I think I should download headfiles.