Build GSL for Windows

1. Install MinGW
    Download mingw-get-inst-20110530.exe (574.8 KB) 
    Please check the following link to download the new one.
    http://sourceforge.net/projects/mingw/files/http://sourceforge.net/projects/mingw/files/
2. Download and unzip GSL
3. Run  MinGW shell, and change directory to the GSL directory
4. In GSL directory, run the following instructions.
    configure
    make
    make install
5. After "make install", the GSL binary files and header files are in MSYS local (C:\MinGW\msys\1.0\local\). You can copy the MSYS local directory to other directory and rename it.