Intellisense has probably problem with XSI include path - $(XSISDK_ROOT)/include.
1) Set absolute include path (ex:"C:\Softimage\XSI_6.5\XSISDK\include") instead of $(XSISDK_ROOT)/include
2) close solution
3) delete .ncb file in your solution directory
4) open solution, now Intellisense is working!