I thought I had managed to build it, and ended up with a (32bit) binary, but it just wouldn't run (Windows error saying "The application was unable to start correctly (0xc000007b). Click OK to close the application"). I had some issues building libcurl, I think that's where it went wrong.
You probably have a mixture of 32 and 64 bit files. You want to be sure that all DLLs are the same bit width as your .exe. You also want to be sure that your libraries are of the same bit width. And yes, this can be a pain-in-the-butt to pull off. (In our
http://lifeboat.com/oclvanitygen we had to rename our 64-bit version of libeay32.dll to libeay64.dll and then alter oclvanitygen64.exe and vanitygen64.exe so they looked for libeay64.dll instead of libeay32.dll. If we didn't do this they would try to use the 32-bit version of libeay32.dll and crash.) If you make a donation at
https://lifeboat.com/ex/bitcoin, we would be glad to put some effort into oclvanityminer64.