Andrea,

I had issues many years ago getting boost to build on windows with zlib & bzip support. I wrote up the problems I had an the solution I found at the time at stackoverflow (http://stackoverflow.com/questions/4589935/boost-iostreams-with-bzip2-built-from-source-on-windows). I'm not sure if this is still relevant, as a former coworker told me that my instructions no longer worked on newer versions, but I was given no detail, but maybe it could give you a starting point on how to get it to work.

Regards,

Nate