Gorby,
You will find that this question is one of the more common ones. As windows does not ship with all the correct bits that you would expect in a proper operating system, you are forced to rely on the good nature of other Windows users to compile and link code for you.
The following threads may prove useful:
In reply to Re: Installing Modules on Windows XP
by ajt
in thread Installing Modules on Windows XP
by Gorby
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