I have the following setup (according to visual studio's help->about):
Microsoft Visual Studio 2010 Professional
Intel C++ Composer XE 2011 Update 9 Package ID: w_ccompxe_2011.9.300
I don't see Intel's properties in project->properties (only visual's properties).
The setup had a long story (starting with XE version, then c++ studio), installing visual ultimate and now the professional.
I installed visual studio 2010 pro + c++ studio (all tools) on another computer and it seems ok (but on my computer it doesn't work.