Hi,
Normally they go either in the root PBP folder, ie C:\PBP3\ or in the project folder which is the folder where the source file you're compiling (ie your program) is saved. They can be put in other folders as well but then you need to specify that in the path of the include statement.

Make sure you match the filename AND extension exactly.

Haven't had any trouble with the INCLUDE statement at this end. Haven't tried with the FP-routines though. Are you including anything else except the FP routines?

/Henrik.