Starting with GPSTk version 1.6 (and currently in the development version in subversion), the GPSTk will require the system provide regular expression (regex) support. All supported platforms except Visual C++ on Windows provide this functionality. There are multiple ways this could be provided on Visual C++ however the following approach has been and will continue to be tested.
Run the installer and install to the location of your choice (e.g. c:\Program Files\GnuWin32)
Choose a "Full installation"
Update the PATH, LIB, and INCLUDE variables in your compiler configuration settings for your platform with the paths of the newly install regex library. For example, this file might be c:\Program Files\Microsoft Visual Studio 8\Common7\Tools\vsvars32.bat. Add c:\Program Files\GnuWin32\include (or the appropriate install directory) to the INCLUDE variable, c:\Program Files\GnuWin32\lib to the LIB variable, and c:\Program Files\GnuWin32\bin to the PATH variable.