> on this page there are plenty of packages :
> <http://cygwin.com/packages/>
> whats should i download exactly ? and what to do ?
You don't need full cygwin, as I said - just the binary 
utils (perl, and default thnings)
Then, use the default visual c++ compiler to compile the 
openssl libraries. Then, take zlib libraries, and it should 
be ok.

To compile openssl, you'll have to dezip all files in a 
folder, and type in (in a dos command) the command I quoted 
here (but also available in the src_win folder)

The whole compilation process isn't very difficult, but 
requires some knowledge and compiling basis. I'll make a 
howto file to explain the whole process when I have some 
time