I keep getting the same C-MEX error when running pwelch: 
??? Error using ==> buffer at 93 C-MEX function not found.

My code is as follows: 
figure
[Prr,F] = pwelch(data,[],[],4096,fs);
Prr_db=10*log10(Pxx);
plot(F,Prr_db);
ylim([30 120]);
title('Power Spectral Density 06-Aug-10 16:29:21');
xlabel('frequency (Hz)');
ylabel('PSD (dB re 1\muPa^2/Hz)');
grid on

I can use this form of pwelch with (data,[],[],[],fs) but when I try to add a value for NFFT(the third empty bracket) I get the error above. What could be causing this?