Personally, I find compiling things under win32 to be a pretty terrible experience. I do it, but I dislike it. Getting libxslt to work doesn't sound like it's any more fun than getting Gtk2 to work. Fortunately, Gtk2 is precompiled by others in most windows Perls now...

I'd be surprised if nobody worked out the nasty details of libxslt yet. Have you definitely checked all the available repos? see: ppm wiki, PPM::Repositories.