On an Unix system, do:
    + apt-get install libz-dev libbz2-dev
       Or equivalent.  If you skip this step, the .gz/.bz2 support won't
       get compiled in.
    + ./configure
    + make

Building the Win32 version from source is more tricky.  To compile it, you
need a way to run the GNU configure.  It can be done by:

* getting MinGW and MSYS
    + download them from http://mingw.org
    + ./configure
    + make
    
* using CygWin
    for cygwin:
    + ./configure
    + make
    
    for mingw:
    + CC=/cygdrive/c/MinGW/bin/gcc ./configure
    + make

* cross-compiling from an Unix platform
    + CC=i586-mingw32msvc-gcc ./configure --host i586-mingw32msvc
    + make


For the compression plugins, you'll need to grab zlib and/or libbz2.  If
you're putting them together by hand, put the files into win32/lib/ :
* zlib:
    + zconf.h
    + zlib.h
    + libz.dll.a
    + zlib1.dll
* bzlib:
    + bzlib.h
    + libbz2.dll.a
    + bzip2.dll
