problems in building the openssl package

[Elad]

I'm trying to build the openSsl package but I'm stuck at the stage of: nmake -f ms\ntdll.mak from which directory do I have to run this command? I tried so many times, from various directories and each time I got : "bad command or file name". what's wrong with it? By the way, the file ntdll.mak exists in the ms directory.