[Boost] is an organization formed by former or current c++ standard committee members for the purpose of gathering library components that could possibly be included in the c++ standard. They accept contributions from anyone and evaluate and make suggestions for changes before making code a part of boost. Many parts of the boost library have been accepted in the next c++ standard, including:
Regular expressions
Random number generators
Several data structures (tuple, unordered maps and sets)
Memory management classes (shared pointers, scoped pointers)
and others.

The following links provide an easy path to getting boost installed and configured on the Microsoft platform.

BoostPro binary installer for visual c++
[http://www.boostpro.com/products/free]
(when given the option which variants to install, select them all.)

Guide from Boost.org: [getting started]
(this will tell you how to set up visual studio then compile and run a couple of test programs using the boost libraries)