Creating an example Intel Media SDK Directshow: "Cannot open include file:" streams.h ": no such file or directory"

As the name says, I have this error. I installed:

• Visual Studio Professional 2010
• Microsoft Windows SDK 7.0A (installed by default)
• Microsoft Windows SDK 7.1
• Microsoft Windows SDK 6.1 (Recommended in Intel Release Notes)
• DirectX SDK June 2010

There must be some kind of SDK or library that I am missing. What could it be?

By the way, I also do not have a file called "combase.h". Probably related.

Thank!