[Ken Leedle]

Make sure you include the header files in the header section of yourproject.mcp
If that doesn't work, try putting the header files in the same folder as your project.
Usually, I just need to have #include "p18f4520.h" at the beginning of the main.c file and it works just fine. I have used the the 18F4520 on one project without any difficulty using MPLAB 7.30 and C18 v2.40.
I would need more information about what you are trying to do to suggest anything else.