"zlib is designed to be a free, general-purpose, legally unencumbered -- that is, not covered by any patents -- lossless data-compression library for use on virtually any computer hardware and operating system."
If this library isn't already installed or available as a package for your platform, you can get it at: http://www.gzip.org/zlib/.
You can get the latest version at: http://gnuwin32.sourceforge.net/packages/zlib.htm
(A version for the MSVC2003 compiler can be found at: http://www.winimage.com/zLibDll/)