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You don't have to re-include headers or such everywhere, just do it once in your library's header or cpp file (for WProgram.h, inttypes.h, NewSoftSerial.h, etc); when you include your header, the others will be included automatically.
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Your problem appears to be that the compiler can't find the NewSoftSerial library; I think it may have to do with your relative link - have you tried just including "NewSoftSerial.h", without any path information (relative or otherwise)?
I recently wrote a library that I am still testing, and I included NewSoftSerial; but I don't remember how I did it exactly and it isn't in front of me - if none of the above works, and you can wait (and you don't get any other answers from others that help), I'll try to remember to post here about it again (if not, PM me).
