When adding a new path for the "Library Source Files", there is what I thought was a static control at the bottom of the dialog which says:
Library Includes List directories outside the workspace in which to find implementations. Typically for 3rd party libraries.
If you click that control, an instance of Windows Explorer pops up so you can explore (for some odd reason) "C:\\Program Files\\Microsoft Visual Studio .NET 2003\\Common7\\IDE"
First, make that discoverable, somehow, and second, make it explore the currently selected item in the listbox.