Problem with loading an example from "loadlibrary" Help

I want to run the following example inMatlab Help for command"loadlibrary"

hfile = [matlabroot '\extern\include\matrix.h'];
loadlibrary('libmx', hfile, 'mfilename', 'mxproto')

I have installed Perl and Microsoft Software Development Kit (SDK) 7.1 as the C compiler. I have also chosen this compiler in "mex -setup" of command window. But when I run the above code I would see the following warning:

    Warning: Warnings messages were produced while parsing.  Check the functions you intend to use for
    correctness.  Warning text can be viewed using:
     [notfound,warnings]=loadlibrary(...) 
    > In loadlibrary at 344

Line 344 in loadlibrary has something to do with Perl. But I have added whole Perl installed folder to Matlab path. Interestingly, when I use Lcc-win32 C 2.4.1 compiler there is no warning. So it seems that Matlab has problem with a "Microsoft" C compiler.

I am stuck on this for three weeks, because I finally want to load a National Instrument NIDAQmx library which encounters the same warning and consequent error. I am running 32 bit Matlab 2012a on a 32 bit Windows 7. I also have the latest Data Acquisition Toolbox. Any help would be greatly appreciated.

[Kaustubha Govind]

What do you see in 'warnings' when you run: [notfound,warnings]=loadlibrary('libmx', hfile, 'mfilename', 'mxproto')