I have visual studio express 2010.
Each time I write #include "file.h" it autocompletes it for me when I befin typing.
I have another version with visual studio 2005 which isn't express. In it I don't have this autocomplete.
Do you know why would this difference be? Is there any configuration I must do on visual studio 2005 to have this autocomplete or is it just not available in 2005?
Auto-complete on #include directives is a feature that's exclusive to VS2010 and up. It has a completely redesigned IntelliSense parser, you cannot get this feature in VS2005. Microsoft doesn't back-port new features to old versions.