Hey BC_Programmer... Good to talk to you again. I guess saying the header file was derived from the dll is a poor choice of words on my part. Actually, the header file is part of the Microsoft Windows SDK which is indeed installed on my system. But the types are also found in the msxml dlls. Sorry about that.
The code
#import "MYFAVLibrary.tlb" raw_interfaces_only, raw_native_types, no_namespace, named_guids
will write out a MYFAVLibrary.tlh file that requires the types from MSXML. Somehow, I am missing where that reference needs to come from. The quoted text that I took from Microsofts website confuses me a little bit. So if you specify additional include directories, the compiler can't search them... That is how I read that and it seems counterproductive. But, the header file from the SDK is recognized in the project and the dll lives inside a directory found in the PATH environment variable. Hmm...