You're probably going to run into the same artifact I was complaining about earlier today.... there seems to be something funky about the 1.39 edition (which I downloaded from Boost Pro), wherein it makes Visual Studio a tad wacky.
I never had that happen with 1.35 (which I had been using).
This morning I spent a couple hours fighting with the build utilities to get 1.40 (the latest, in source, which BoostPro doesn't have in binary form) to compile into .lib and .dll files.
Getting boost to build on windows when you have msvc is straightforward and can be done from the command line: * download boost from * https://sourceforge.net/projects/boost/files/ * unzip the file into a directory... for v1.40 it will be boost_1_40_0 * download windows precompiled bjam (the zip file) from: * https://sourceforge.net/projects/boost/files/boost-jam/ * unzip the file and move the bjam.exe program into the root of your boost expansion.. boost_1_40_0 * run something like the following to build a multi-threaded, static linked version of boost: * bjam --layout=versioned --toolset=msvc-9.0 variant=debug threading=multi link=static runtime-link=static stage * the sub-directory .\stage will have the libraries * to get help on further options (for dll, release, single-threading, ...) * bjam --help -- This message has been scanned for viruses and dangerous content by MailScanner, and is believed to be clean.