[Shadows In Rain]

Try to...
1. close paths with backslash, e.g. C:\sdk_files\hlsdk\multiplayer\dlls\
2. add C:\sdk_files\hlsdk\multiplayer\pm_shared\

Or you can just follow my setup.

MSVC2010 -> Solution Explorer -> *Your project* -> Propertries -> (All configurations) -> Configuration Propertries -> C/C++ -> General -> Additional include directories ...

$(METAMOD_SDK)\metamod
$(HL_SDK)\common
$(HL_SDK)\engine
$(HL_SDK)\dlls
$(HL_SDK)\pm_shared

*Your OS* -> Environment variables -> Setup corresponding vars (highlighted in green), examples:
METAMOD_SDK D:\Developer\SDK\METAMOD\
HL_SDK D:\Developer\SDK\HLSDK_MM\Multiplayer Source\