I had to do this from scratch *again* today :(
In case others have the misfortune of building Microsofts brain-dead
operating systems, here are some excellent sources of info for how to
complete the openssl build:
Clear concise instructions for a release build
http://www.ski-epic.com/2007_notes_on_openssl/index.html
Compiling a debug build
http://curlpp.org/index.php/faq/50-how-to-build-openssl-on-win32-platform-for-use-with-libcurl
If you compile openssl in release, you'll have to build libssh in
release mode too, as the debug and release runtimes use different memory
heaps, so memory allocated by openssl will crash out when freed by
libssh or vice versa.