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In general, using relative paths in the include path is not a good idea. You probably would be better off hard-coding the path. The double-dot notation should work, but since it doesn't seem to in your case, you can try:
I am trying to avoid hard-coding paths, because it's just one more thing that can go wrong
That doesn't work either
Should I try getting rid of the . in the include paths?
I am including lib.php from admin/index.php, which includes ./conf.php
lib.php also includes ./inc/magpie/rss_parse.php (in case having more in other directories matters)
Of course, you could always build a realpath and use that throughout your script so it makes no difference what your files are. Or, you can process includes once in one spot, and not worry about them throughout the script.