There are currently four third-party libraries that are being used by CERT 2.0. They are listed below with links to information and downloads. 

Boost (pre-built):
Download the boost exe installer and run it.
General information: http://boost.org
Download page: http://www.boost-consulting.com/download.html
You can also build custom for your system by compiling the code.
The CERT code uses the boost_filesystem, boost_serialization and boost_thread libraries. If using Visual Studio, install to the default directory or you will need to configure the Visual Studio project files to point to the directory you choose.

FFTW (pre-built):
General information: http://www.fftw.org
Windows information and the download link: http://www.fftw.org/install/windows.html
Make sure to read the README-WINDOWS file for exporting the library to work with Visual Studio. 

LibXML (pre-built):
General information: http://xmlsoft.org/
Pre-built Window's libraries: http://www.zlatkovic.com/libxml.en.html
Additional libraries may also need to be installed (e.g. iconv and zlib). The web page with the pre-built libraries has more details.

cBlas:
The Atlas project should build optimized Blas libraries with a C interface: http://math-atlas.sourceforge.net/. Atlas also has downloadable binaries, although they may not be optimum for any given system.
Alternatively, the Intel Math Kernel Library also provides a cBlas interface.
The Visual studio projects are configured for the intel math kernel library. In order to use Atlas instead of the MKL, in the project configurations: (1) remove the INTELMKL symbol from the preprocessor symbols, (2) replace the mkl_c.lib library with the appropriate Atlas .lib files, and (3) replace the intel include paths with the Atlas library and include paths.

Folder layout:
$ ls
ATLAS         Documentation  WinNT_P4SSE2  featuredetector  mp_auCoder
CERT2_VS2005  MLR            aligneyes     fftw-3.1.1-dll   mptslidingwindow
CERTWrapper   Misc           eyefinder     libxml

$ ls CERT2_VS2005
CERT2_VS2005      CERT2_VS2005.sln  CERTDemo    TestImages
CERT2_VS2005.ncb  CERT2_VS2005.suo  ReadMe.txt  debug

$ ls CERT2_VS2005/debug
CERT2_VS2005.dll  CERT2_VS2005.lib  CERTDemo.exp  CERTDemo.pdb   libfftw3-3.dll
CERT2_VS2005.exp  CERT2_VS2005.pdb  CERTDemo.ilk  NewTestImages  libxml2.dll
CERT2_VS2005.ilk  CERTDemo.exe      CERTDemo.lib  iconv.dll      zlib1.dll

In addition the Boost library (headers and libraries) is installed at either C:\Program Files\boost or C:\Boost