Keil example project Error 5 stm32f10x_lib.h

I own a basic license for Keil uVision4, an MCBSTM32 Demo board,
downloaded example code http://www.keil.com/download/docs/361.asp
for usb hid interface.
On the download page they claim "The example is tesed with the Keil Evaluation Board MCBSTM32."

On compilation it gives error:

usbuser.c(16): error: #5: cannot open source input file "stm32f10x_lib.h": No such file or directory

if I download the file from ST, add it to the project, its missing stm32f10x_map.h,
if I add that its missing stm32f10x_conf.h ....
If I add all ST headers it comes up with a lot of conflicting #defines ???

Any Idea what I m doing wrong here?

Thanks