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Well, I remember having trouble installing openssl as well, it was kind of confusing since there seems to be more than one distribution for windows. I finally got it working installing from ShiningLight Openssl.
After installing that, check out
And follow the tips there to do.....
ppm install http://theoryx5.uwinnipeg.ca/ppmpackages/Crypt-SSLeay.ppd
Gotta use uwinnipeg, since this isn't included in the standard activestate repositories, for reasons that probably have to do with exporting encryption or something, but I'm not sure.
I think I tried making it myself with nmake, as well, and no dice. In the end it only worked with the above ppm install.
In reply to Re^3: Clicking nameless buttons with WWW::Mechanize