source for included included files

[eric.a.olson]

    I have a file that needs to include 30 or so other files.
    The original author wrote it to include "all.h" where
    "all.h" includes the other 30 files.

    I am trying to compile it in a Viewpath environment with nmake.
    The preprocessor seems to want to look for the second-level
    included files in the same directory where the "all.h" file 
    was found.  A local copy of a second-level .h file is totally 
    ignored unless "all.h" is in the first view.

    Is this normal behavior?