Well, it is hard to determine what is the problem without actually trying to build with your settings.
If windows.h exists in C:\Program Files\Microsoft SDKs\Windows\v6.0A\ directory your settings are wrong.

You may have settings mixed from other versions of VS.

Create new project using app wizard and build it. See if the error persists.
If yes, export current settings and reset all VS settings to default value.
Build and see if problem is still there. If it is we will have to take it from there.