Hmm, I have no 10.4 as this one is very old (I'm using the actual version 10.6, and here that menu exists).
Is there a special reason why you are still at 10.4?
You might then need to modify the .cproject file with a text editor (make sure you make a backup). Otherwise: simply ignore that .h files are excluded, they do not have an impact on your build anyway as outlined in the above article.
I hope this helps,
Erich