I found this approach to be most efficient on windows:
1. download current cgminer from: http://ck.kolivas.org/apps/cgminer/ unzip into a separate folder somewhere.
2. next, unzip and move the contents of the cgminer-win0.3.1.zip (from rockminer) into the folder from step 1.  This will move and replace up to 17 files and will overwrite the standard cgminer distribution.  Now you have a cgminer version that will work with r-box.
3. run cgminer and hash.