If you haven't already done so then check out the ALE C++ source code from http://svn.code.sf.net/p/bric1936/code/ale/cpp/trunk/
Open the file VisualC++\MCMxxxVI.sln
in Microsoft Visual C++ Express or Visual Studio.
Build the projects in the following order:
MVQ MVQ-VTK MVQ-VTK-Client Nifti-VTK Nifti-VTK-Client BRIC-ALE
If you have the optional JPEG libraries, you can also build:
JPEG-Utils MVQ-Client