Look in the openssl mingw32 lib dir
diff --git a/setup.py b/setup.py
index 1c83e84..0c800a6 100755
--- a/setup.py
+++ b/setup.py
@@ -43,6 +43,7 @@
 # Add more platforms here when needed
 if os.name == 'nt' or sys.platform == 'win32':
     Libraries = ['libeay32', 'ssleay32', 'Ws2_32']
+    LibraryDirs = ["C:\\OpenSSL\\lib\\MinGW"]
     # Try to find it...
     for path in ["C:\\OpenSSL\\lib\\MinGW", "C:\\Python23\\libs",
                  "C:\\Python24\\libs", "C:\\Python25\\libs", "C:\\Python26\\libs"]: