Problem with AF_Wave util.h

I have made an advanced Wave shield class, it works. But something I don't understand. See the very simple test program, it contains one separate header file MediaPlayer.h. The headers are in the in folder libraries\AF_Wave.

When I remove #include "util.h", I receive an error:
error: AF_Wave.h: No such file or directory

#include <avr/pgmspace.h>
#include "MediaPlayer.h"
#include "util.h" // This works
//#include "util.h" // error: AF_Wave.h: No such file or directory

void setup()
{
}

void loop()                     
{     
}

Tab (extra header file MediaPlayer.h)

#ifndef MEDIAPLAYER_H
#define MEDIAPLAYER_H

#include <AF_Wave.h>
#include <wave.h>

#endif

The error message is wrong, util.h has nothing to do with MediaPlayer.h