In order to compile the binaries yourself you have to
1) In case of Windows install Cygwin (www.cygwin.com)
2) Install the Cuba library 1. (do not forget to start with export CFLAGS="-O3"; ./configure)
3) Edit the Makefile specifying correct paths to the Cuba library and the Mathematica Developer Kit, uncommenting lines, corresponding to your operating system.
5) Make it!
