It seems complicated, but building Boost is really not that bad. First you need to download the bjam tool (SourceForge is a good source). Make sure bjam.exe is in a directory in your PATH.

Go the the root of your unzipped Boost download (e.g. C:\Boost_1_37_0)

Type bjam --help to get a list of all your build options.

I use the following command to build everything, you can customize it to suit your needs:

bjam --prefix=C:\boost --build-dir=C:\build --build-type=complete install

The results will be placed in C:\boost and you can delete C:\build.

Pre-Built ones  1.37 (VC 7.1, 8, 9) :  http://boost.teeks99.com/