Unfortunately I cant do what you suggest because my version of Parallel studio provides no such option. Under Configuration Properties my options are General, Debugging, Intel Debugging, c/c++, Linker, Manifest Tool, Browse Information, Build Events, Custom Build Step.
I would post a screen capture but the website does not seem to want to display a screen capture.
I have the same error running the following on terminal:
icc -c -xAVX optimizedV6.c
optimizedV6.c(12): catastrophic error: cannot open source file "mkl.h"
compilation aborted for optimizedV6.c (code 4)
Last time I ran the exact same line on terminal for version 4 and the code compiled perfectly in the same directory. I also tried removing the previously compiled code from the directory, but I am still getting the same problem.