Some progress... For Windows, in the base.jl file "libcuda" has to be 
replaced with "nvcuda.dll". Not very intuitive... After installing CUDA, 
this dll resides in the Windows System32 directory, so it is always found.

We can try speeding up the search for the dll, with adding the line

     ccall((:LoadLibraryA, 
"Kernel32.dll"),Cint,(Ptr{Uint8},),"C:\\Windows\\System32\\nvcuda.dll")

to the CUDA.jl file, just before the include(...) lines. It certainly does 
not hurt.

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