I run bjam.exe from the Msys shell... works great.
bjam toolset=xxx --build-type=complete install
You can do this: Download these files and unpack them in a folder like c:\mingw http://downloads.sourceforge.net/mingw/binutils-2.18.50-20080109-2.tar.gz 2) http://downloads.sourceforge.net/mingw/mingw-runtime-3.14.tar.gz 3) http://downloads.sourceforge.net/mingw/w32api-3.11.tar.gz 4) http://downloads.sourceforge.net/mingw/mingw-utils-0.3.tar.gz 5) http://downloads.sourceforge.net/mingw/mingw32-make-3.81-2.tar.gz 6) http://downloads.sourceforge.net/mingw/gdb-6.8-mingw-3.tar.bz2 Add c:\mingw to the system PATH environment variable. Download these files (gcc 4.3) and unpack them in a folder like c:\mingw 1) http://downloads.sourceforge.net/tdm-gcc/gcc-4.3.0-tdm-3-core.zip 2) http://downloads.sourceforge.net/tdm-gcc/gcc-4.3.0-tdm-3-g++.zip Open a command prompt and go to the boost_1_35_0 folder and then run this command: bjam install debug release --toolset=gcc --prefix=C:\Boost > build_result.txt Now you should have the compiled boost libraries files under C:\Boost\lib. =============================================================================== It worked for me and I was able to use eclipse 3.4 / cdt 5.0 to build and run boost asio ssl sample.