Building ZeroMQ statically for dll-binding with UDK

1. Open 'builds\msvc\msvc10.sln' in VC++ 2010

2. Change both zmq.h and zmq_utils.h like this:
/*  Handle DSO symbol visibility                                             */
#if defined _WIN32
#   if defined DLL_EXPORT
#       define ZMQ_EXPORT __declspec(dllexport)
#   else
#       define ZMQ_EXPORT __declspec(dllimport)
#   endif
#else
#   if defined __SUNPRO_C  || defined __SUNPRO_CC
#       define ZMQ_EXPORT __global
#   elif (defined __GNUC__ && __GNUC__ >= 4) || defined __INTEL_COMPILER
#       define ZMQ_EXPORT __attribute__ ((visibility("default")))
#   else
#       define ZMQ_EXPORT
#   endif
#endif
// TO
/*  Handle DSO symbol visibility                                             */
#if defined _WIN32
#   if defined ZMQ_STATIC
#       define DLL_EXPORT
#   endif
#   if defined DLL_EXPORT
#       define ZMQ_EXPORT __declspec(dllexport)
#   else
#       define ZMQ_EXPORT __declspec(dllimport)
#   endif
#else
#   if defined __SUNPRO_C  || defined __SUNPRO_CC
#       define ZMQ_EXPORT __global
#   elif (defined __GNUC__ && __GNUC__ >= 4) || defined __INTEL_COMPILER
#       define ZMQ_EXPORT __attribute__ ((visibility("default")))
#   else
#       define ZMQ_EXPORT
#   endif
#endif

3. Use below settings for 'libzmq' project in both Debug and Release build modes:
Debug:
	Configuration Properties > General > Target Name > $(ProjectName)_d
	Configuration Properties > General > Configuration Type > Static library (.lib)
	Configuration Properties > General > Character Set > Use Unicode Character Set
	Configuration Properties > C/C++ > Preprocessor > Preprocessor Definitions > ZMQ_STATIC
	Configuration Properties > C/C++ > Code Generation > Runtime Library > Multi-threaded Debug (/MTd)
	Configuration Properties > C/C++ > Code Generation > Struct Member Alignment > 4 Byte (/Zp4)
	Configuration Properties > C/C++ > Output Files > Program Database File Name > $(OutDir)$(ProjectName)_d.pdb
Release:
	Configuration Properties > General > Configuration Type > Static library (.lib)
	Configuration Properties > General > Character Set > Use Unicode Character Set
	Configuration Properties > C/C++ > Preprocessor > Preprocessor Definitions > ZMQ_STATIC
	Configuration Properties > C/C++ > Code Generation > Runtime Library > Multi-threaded (/MT)
	Configuration Properties > C/C++ > Code Generation > Struct Member Alignment > 4 Byte (/Zp4)
	Configuration Properties > C/C++ > Output Files > Program Database File Name > $(OutDir)$(ProjectName).pdb

4. Bulid 'libzmq' project then grab these files and copy them to our lib folder:
Debug: bin\Win32\libzmq_d.lib bin\Win32\libzmq_d.pdb
Release: bin\Win32\libzmq.lib bin\Win32\libzmq.pdb

5. Don't forget to define ZMQ_STATIC in your own projects and add ws2_32.lib to your linker dependecies:
	Configuration Properties > C/C++ > Preprocessor > Preprocessor Definitions > ZMQ_STATIC
	Configuration Properties > Linker > Input > Additional Dependencies > ws2_32.lib
// ALSO
	Configuration Properties > C/C++ > Preprocessor > Preprocessor Definitions > WIN32_LEAN_AND_MEAN
// OR
	Configuration Properties > C/C++ > Preprocessor > Preprocessor Definitions > _WINSOCKAPI_

6. For more info:
http://lists.zeromq.org/pipermail/zeromq-dev/2010-November/007756.html
http://lists.zeromq.org/pipermail/zeromq-dev/2011-September/013150.html
http://lists.zeromq.org/pipermail/zeromq-dev/2010-September/005870.html
http://lists.zeromq.org/pipermail/zeromq-dev/2012-June/017529.html
http://grokbase.com/t/zeromq/zeromq-dev/124xdvs0en/linking-to-a-static-0mq-2-2-0-library-in-vs10
https://zeromq.jira.com/browse/LIBZMQ-201