I\'ve downloaded the floating point package from http://www.vhdl.org/fphdl/ and did the following:
You may wish to re-download the packages. I don't see a math_utility_pkg and I don't see library floatfixlib referenced in the packages. You must have a very old release.
I just re-downloaded the Altera distribution. In it, I see the packages referenced in the post you cross listed: fixed_float_types_c.vhdl, fixed_pkg_c.vhdl, and float_pkg_c.vhdl. I also note that the file date stamps in the zip file are: 8/27/2009.