imsl problem

Hi there, I am a newbie. I use it along visual studio shell 2008. I try to use imsl library by adding on the top of my program CALL NUMERICAL_LIBRARIES. When I build I receive an error : Unable to open MODULE file numerical_libraries.mod.
I then tried to update the paths through the project properties or through the tools>options but I still get the same massage.
Can someone guide me on how to resolve the issue?