To download and install OpenSSL on Windows:

1. Go to http://gnuwin32.sourceforge.net/packages/openssl.htm
2. Click on the setup link next to the download option "Complete package, except sources"
3. Go to your Downloads folder and run the file openssl-<version>-setup
4. Use all of the default options in the installer

One thing that is a little tricky at first is in Windows, we are used to using GUIs. OpenSSL is a command line program. Here is a simple example of how to use the OpenSSL command line on Windows:

Change to the directory that contains the openssl.exe program:

cd "C:\program files\gnuwin32\bin\"

Start OpenSSL:

openssl.exe

Display the current version of OpenSSL:

OpenSSL> version
OpenSSL 0.9.8h 28 May 2008