I saw in the documentation programs being compiled with these flags. This will probably not fix your current problem but may fix later ones.
icpc -DCOPPERRIDGE -static -mcpu=pentium -gcc-version=340
As for your current problem -I should be followed by a directory and you probably need -L as well for libraries
Try adding -I/opt/intel_cc_80/include -L/opt/intel_cc_80/lib
instead of -L you can also set your LD_LIBRARY_PATH, I don't know what the equivalent is for include but the compiler will search through the directories listed in your LD_LIBRARY_PATH, it may have found some files there. When you source that script it probably changes your LD_LIBRARY_PATH
When the binaries are created, you configure the compiler to search for include files in a specific path as well as library files. If you would like to search somewhere else (in this case you do) you can use the arguments -I and -L.
Use this command to see where gcc will search (This is how gcc was configured)
I do not know the equivalent for icpc, but I'm sure there is one
As for where icpc should be looking, it should be searching in /opt/intel_cc_80/include and /opt/intel_cc_80/lib
Those are the c and c++ header files that go with intel version 8 c and c++ compilers
The files in /usr/include are GNU c standard header files, which may or may not be compatible
Sorry I did not realize my directories are different. When I said /opt/intel_cc_80 it should be /opt/icc-8.1.038