Build problem wth Coocox and ARM GCC

I had setup the toolchain directory for GNU ARM in Coocox, and configured a project.
Here is the error I'm getting while building.
Anybody can help about the root cause of the error?
thanks,
Amin

hardware: STM32F407ZG
Debugger: ST-link V2
==================================
GCC HOME: C:\Program Files (x86)\GNU Tools ARM Embedded\4.6 2012q2\bin
compile:
    [mkdir] Created dir: C:\CooCox\CoIDE\workspace\test_proj_01\Debug\bin
    [mkdir] Created dir: C:\CooCox\CoIDE\workspace\test_proj_01\Debug\obj
       [cc] 6 total files to be compiled.
       [cc] arm-none-eabi-gcc -mcpu=cortex-m4 -mfpu=fpv4-sp-d16 -mfloat-abi=softfp -mthumb -Wall -ffunction-sections -O0 -g -c -DSTM32F407ZG -IC:\CooCox\CoIDE\workspace\test_proj_01 -IC:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib -IC:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\include -IC:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot\startup\startup_stm32f4xx.c C:\CooCox\CoIDE\workspace\test_proj_01\main.c C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\source\stm32f4xx_rcc.c C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\source\stm32f4xx_gpio.c C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot\system_stm32f4xx.c C:\CooCox\CoIDE\workspace\test_proj_01\example\IOToggle.c
       [cc] In file included from C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\include/stm32f4xx_rcc.h:31:0,
       [cc] C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot/stm32f4xx.h:240:81: fatal error: core_cm4.h: No such file or directory
       [cc] from C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\source\stm32f4xx_rcc.c:56:
       [cc] compilation terminated.
       [cc] In file included from C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\include/stm32f4xx_gpio.h:32:0,
       [cc] from C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_lib\source\stm32f4xx_gpio.c:79:
       [cc] C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot/stm32f4xx.h:240:81: fatal error: core_cm4.h: No such file or directory
       [cc] compilation terminated.
       [cc] In file included from C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot\system_stm32f4xx.c:117:0:
       [cc] C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot\/stm32f4xx.h:240:81: fatal error: core_cm4.h: No such file or directory
       [cc] compilation terminated.
       [cc] C:\CooCox\CoIDE\workspace\test_proj_01\cmsis_boot/stm32f4xx.h:240:81: fatal error: core_cm4.h: No such file or directory
       [cc] In file included from C:\CooCox\CoIDE\workspace\test_proj_01\example\IOToggle.c:2:0:
       [cc] compilation terminated.

BUILD FAILED
Total time: 0 seconds
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