Thank you! It seems to work. The last question is that do I have to set the two paths every time I create a project?You should create an empty project (a project without stdafx.h, targetver.h and stdafx.h). You should see this option somewhere after clicking "Creare new Project".
You shouldn't modify VC++ Directories as shown in your first picture.
Picture 2 and 3 look good and are all you need for boost to work.