Yep. I even reinstalled windows.
When I'd done so, I connected to the internet and immediately got one of those RPC-exploiting worms (well a few actually - a few different strains of Welchia and a couple of Blasters). I installed Norton AV and after enabling the WinXP firewall managed to get on long enough for Norton to get a new VDF and for me to log on to Symantec and download the fixers, I was able to fix the worm.
Doing chkdsk before I did this said there was errors on the drive. This was the case even after running a scheduled chkdsk /F on startup, but now after reinstalling Windows and fixing the viruses chkdsk tells me there are no errors. I then reinstalled the SDK in 'fix' mode as described in the 'repairSDK.htm' file, which said to launch setup.exe with some command line parameters which included an msi file or something. While it was doing so, Norton real-time protection detected a worm. Not a good sign you might say! I'm going to do a fresh download of the SDK, a fresh scan, restart, and then reinstall the SDK from scratch.
I then phoned Microsoft in desparation but they wanted £185 to answer a support question. If the reinstall of the newly-downloaded SDK on my rebuilt, disk-checked, virus-scanned PC still doesn't restore the windows header files, then I'm just going to have to draw the only conclusion I see possible from this woeful tale, which is that Microsoft are simply incapable of putting out free software that works, and simply use Borland instead.