The necessary libraries (lib and dll) and headers required for compilation and
linking are in mswin32/OpenSSL. A detailed upgrade guide is available in
mswin32/OpenSSL/upgrade-guide.txt.
Thanks to Thomas Buchanan for doing the initial work and writing up the initial
build guide.
My openssl-testing branch has been posted on nmap-dev for 12 days and has been
tested by (at least) Thomas, Jah and I, with no reports of failure.
http://seclists.org/nmap-dev/2008/q2/0249.html