I have to include many header files, which are in different sub-directories. Is there a way in Visual Studio (I am using 2005 edition) to set one include path that Visual Studio
Setting the folder search paths in the Visual Studio settings to fix an include issue is generally not really a good idea from a design point of view. Your code will be less portable to different machines with different directory lay-outs.
My suggestion would be to settle on an organisation of your code so that the relative paths of the sub-directories (relative to your including code) are fixed:
#include "subdirectory/somefile.h"
.This has the added bonus of being able to see which folder in your Solution contains the file - that is often useful information when you're trying to find your way around or trying to figure out what a file is for.