Using Curl to get a Https webpage in Windows 7

I just need to fetch an https page, and I'm using curl currently by having the curl.exe application in my Path and calling it with a Perl file. However, then I get the error "* Protocol https not supported or disabled in libcurl". I've been looking around and I can't find a solid set of instructions to get it to work. I have installed cygwin, and OpenSSL-Win32 but something tells me I'm going to have to compile curl from scratch. I have no experience with this. How do you do it?