Building GSL (GNU Scientific Library) in Windows for use with VS2005

I'm trying to get GSL working in a windows environment for my team and I'm running into many problems.

My team develops in C++ in VS2005, and we'd like to use GSL. I've downloaded the GSL-1.15 tar.gz, and unzipped it, but i'm not really sure what to do from here - I believe only two compilers will build it properly.

On the GNU website, it says that a compiled version of GSL is available as part of Cygwin on windows, so I instal开发者_开发技巧led Cygwin, but again, I'm not really sure what to do from there.

Ideally, what I'm trying to get is a folder on my C:\ with a bunch of dll / libs that I can link to in VS2005 to use the GSL functions. I'm aware of GSL ports to VS (http://gladman.plushost.co.uk/oldsite/computing/gnu_scientific_library.php), but we can't rely on them as I would be dependent on the publisher releasing a port every time a new version of GSL is released.

Has anyone successfully gone through this process of building GSL and getting it to work with C++ in VS2005? I've done some google searches and haven't found anything that I understand.

Thank you.

With Cygwin

Install one or more of the GSL packages

gsl
gsl-apps
gsl-devel
gsl-doc

With MinGW

I have personally built GSL with MinGW using this incantation

wget ftp.gnu.org/gnu/gsl/gsl-1.15.tar.gz
tar xf gsl*
cd gsl*
./configure
# Warning, make takes about 7 min.
make
make install

ref