LyX ⇒ Lyx: "LaTex for physists" package problem. Help!!

[emoschan]

Hello!
I have found this very useful package for physists:
http://www.dfcd.net/articles/latex/latex.html . I try to use it with Lyx, following the instructions. I save the header.tex file in the same folder as my lyx document, and then in the Document -> Settings -> LatexPreamble window I write \input{header.tex}. But when I compile my document the following error message appears:

! LaTeX Error: File `header.tex' not found.
\input{header.tex}

*** (cannot \read from terminal in nonstop modes)

A friend of mine followed exactly the same procedure and had no problems.
I use MikTex 2.9 , the latest Lyx version and windows 7 , Greek edition.
Any ideas?