These instructions are for building boost 1.34.1 with visual studio 2008 express edition from a cmd prompt.
To build boost you will need The Microsoft Windows SDK for Visual Studio 2008 . This is available as an option when installing Visual Studio 2008.
To run Visual C++ (vc++) from the command prompt you will need some msvc related environment variables. Msvc comes with a batch file that sets these environment variables. An easy way to use this batch file to copy the "Start/All Programs/Accessories/Command Prompt" short cut from the start menu to your desktop and then change the short cut target property to %SystemRoot%\system32\cmd.exe /K call "C:\Program Files\Microsoft Visual Studio 9.0\VC\vcvarsall.bat". After doing this, this short cut should bring up a command environment ready to run vc++. All the command line work described in the remainder of this post should be done using a cmd window in which vcvarsall.bat has been run ( whether through the shortcut just described or by some other means ).
Download boost 1.34.1 from sourceforge.net and uncompress. I used the zip file here
The 1.34.1 code needs some changes to work with Visual Studio 2008. You can use this patch to make these changes.
Instructions for applying the patch are in the patch (a text file) itself.
After extracting and patching boost, build bjam (the boost build tool) from the cmd shell as follows:
This should build src\bin.nt\bjam.exe, the command that you will use to build the rest of boost. You may see a few errors which you can ignore as long as bjam.exe gets built.
After making these changes, go to the top level directory: boost_1_34_1 and run:
This will build the boost libraries and install them in c:\Boost .