RSA encryption library for C++

I think OpenSSL is a good choice. It's well-maintained, and the price is right :)

http://www.openssl.org

Crypto++ - They have NIST FIPS validated dll's for MSVC 6, 7.1, and 8 on top of the normal source code self built packages.

If you're using Win32, why don't you simply use the built-in win32 crypto-API?

Here's a little example how it works in practice:

http://www.codeproject.com/KB/security/EncryptionCryptoAPI.aspx