How can I tell Pro*C what directory my header files are in?

Is there some way to tell the Pro*C preprocessor to search other directories for include (*.h) files, similar to the C compiler switch "-I"? I am hoping to avoid having to change all of my #include statements...

As documented in the Pro*C manual (in the chapter called "Running the Precompiler"), there is an INCLUDE flag that can be used for this. Look at this example:

proc iname=inputfile.pc include=directory1 include=directory2 ...