using VS 2003 and VAX 1418 i have added the code:
#include "Foo.h"
struct CFoo
{
    int Bar;
};
static void include_test()
{
    CFoo *Foo;
    Foo->Bar;
}
to an existing cpp file.  i used Foo in the function to make sure that VAX was converting "." to "->" correctly, and it is.  i then changed the include line as you did, and the dots were left alone.  are you doing something different?