aygshell.h missing issue in Windows Embedded CE 6 SDK

When I try to build a MFC Smart Device application on Windows Embedded CE 6 using Visual Studio 2005 SP 1. I get the following error.

C:\Program Files\Microsoft Visual Studio 8\VC\ce\atlmfc\include\afxce.h(41) : fatal error C1083: Cannot open include file: 'aygshell.h': No such file or directory

The reason of the error is in afxce.h file. VS 2005 try to include aygshell.h.
#include <aygshell.h>

Couple potential options maybe help.
1. At AYGSHELL component to the image.

2. Make aygshell.h and all its dependents available to the compiler in the include path.

It does work when I copy two files aygshell.h and winnetwk.h from
C:\Program Files\Microsoft Visual Studio 8\SmartDevices\SDK\PocketPC2003\Include

3. Give up MFC and use WTL.