Simon,

Here is what I would do:  

1) See
   http://cran.r-project.org/bin/windows/contrib/ThirdPartySoftware.html
   and learn about BOOSTLIB

2) Build a minimal R package invoking one or two Boost Thread functions.
   Use BOOSTLIB in src/Makevars.win 

3) Upload the package to win-builder.  If it builds ... then it will build on
   CRAN. If it doesn't reiterate.

Good luck,  Dirk

-- 
Dirk Eddelbuettel | [email protected] | http://dirk.eddelbuettel.com
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