Need help with message declaration

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If you get an error about a mising header, you need to add an add_dependency(...) call to your CMakeLists.txt. This has recently been added to the tutorial

add_dependencies(<mytarget> <otherpackage1>_gencpp <otherpackage2>_gencpp)

or with newest genmsg:

add_dependencies(<mytarget> 
                 <otherpackage1>_generate_messages_cpp 
                 <otherpackage2>_generate_messages_cpp)

(gencpp will continue to work, the second option was added to be easier to understand)

UPDATE: Tommy is right, my answer is for catkin only, you are using rosbuild, so my answer does not help you. So tell us exaclty what you are doing, and give us the full log in the question. Do you invoke rosmake? Do you get errors for dany_controller_pkg? Did you enable message generation in the CMakeLists.txt of dany_controller_pkg?

The tutorials are here: http://www.ros.org/wiki/ROS/Tutorials/WritingPublisherSubscriber%28c%2B%2B%29