Boos is a collection of libraries that are very respected in the C++ community. Large portions are to be included in the next C++ standard.
bjam --toolset=gcc --build-dir=C:\ --build-type=complete
This will create a directory C:\boost and build there. Some libraries fail to build, feel free to submit patches to Boost devs.
NOTE: for x64, some parts are not supported. Contact Boost devs for support. With boost version 1.44, try using the additional bjam option "define=BOOST_USE_WINDOWS_H" this will build additional parts (e.g. threads) of boost.
Wiki2: GeneralUsageInstructions
Wiki2: ProjectSpecificInstructions