I am having compiler issues with setting up this external package for matlab

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Product version: MATLAB R2013a Student Version (32-bit)
What I am trying to do is use the EMD (empirical mode decomposition) package from this page: http://perso.ens-lyon.fr/patrick.flandrin/emd.html (the "zip" link downloads the package I am trying to use; pack_emd.zip).
To use this package properly, I must install this package first, by using the "install_emd" file in the root directory in the file download.
when I execute this file though (as in type in "install_emd.m") into matlab, I get this error
lcc preprocessor error: cemdc.c:19 Could not find include file <complex.h>
...
And it carries on for a long time, with similar error message. My matlab is currently set up to use the 'Lcc-win32 C 2.4.1' compiler (from the mex -setup command)
I figured out perhaps i needed Lcc-win64 instead, because I am using windows 7 64 bit. So I came across the lccwin64 from this page: http://www.cs.virginia.edu/~lcc-win32/
However, matlab is not detecting this newly downloaded compiler when i type in "mex -setup" command into matlab.
I also tried using the " Microsoft Visual C++ 2010" compiler that matlab does detect, but I get similar error message as with the lcc-win32 compiler:
cemdc.c(19) : fatal error C1083: Cannot open include file: 'complex.h': No such file or directory
...
I do know that I need a C99 compliant compiler for C.
I'm not really sure what the issue is here. Is anyone able to help me?
Regards, Ashley

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