Thanks tekka! I have updated to IDE 1.6.9 (was on 1.6.7) and also found out I was using the wrong location for libraries (the libraries I copied to the program files folder in C:\Program Files(86)\Arduino, seems they belong in the documents folder of the user profile). After this indeed the example Sketch HumiditySensor now compiled without errors.
On my particular sketch (I want to use send locally attached sensors through the ethernet gateway) I stil got the error. Now I started to compare the two and the error disappears when I include the MY_RADIO library (#define MY_RADIO_NRF24) in my sketch.
Very happy that it's solved now. Thanks for your help!