You probably have CVI 7.0. There was a change in how you add libraries to the CVI 7.0 environment that probably effected the installer and caused the library to not be added to the CVI environment. This is how you can fix it:
1) Launch CVI, and go to Library->Customize... in the menu.
2) Select Browse... on the dialog, and select the cvi\bin\spt.lfp file. (This file is the signal processing library)
3) Close CVI and relaunch it. In the library menu, there should now be a SPT... entry, and your examples should compile fine.
Best Regards,
Chris Matthews
National Instruments