Yes i did, but in step 3 i used the Alternativ way for the directorys.. maybe something wrong there ?

Here is my VCProjectEngine.dll.express.config file :

<?xml version="1.0" encoding="utf-8"?>
<VCPlatformConfigurationFile
Version="8.00"
>
<Platform
Name="VCProjectEngine.dll"
Identifier="Win32"
>
<Directories
Executable="C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Bin"
Include="C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Include"
Library="C:\Program Files\Microsoft Platform SDK for Windows Server 2003 R2\Lib"
Path="$(VCInstallDir)bin;$(VCInstallDir)PlatformSDK\bin;$(VSInstallDir)Common7\Tools\bin;$(VSInstallDir)Common7\tools;$(VSInstallDir)Common7\ide;$(ProgramFiles)\HTML Help Workshop;$(FrameworkSDKDir)bin;$(FrameworkDir)$(FrameworkVersion);$(VSInstallDir);$(PATH)"
Reference="$(FrameworkDir)$(FrameworkVersion)"
Source="$(VCInstallDir)crt\src"
/>
</Platform>
</VCPlatformConfigurationFile>

That doesn't look right at all. You didn't replace what was already in the Executable, Include, and Library sections, did you? You need to add the Platform SDK directories to those sections, not replace what is already there.