Can't open include file QApplication

I have followed a tutorial (http://www.telldus.se/qt/tutorial.pdf) and just created a small Qt application which compiles and works to run. It's just that, when I want to look at the include files by right clicking on the names and clicking "Open Document <XXX>" in Visual Studio 2008, I get an error saying "File 'XXX' not found in current source file's directory or in build system paths.". So how does it come that I can compile the program? The reason I tried this out from the beginning is that I don't have code completion which I wish to have.