Handling Large Numbers

Hi. I need to find some way to handle very large numbers (1000+ digits). I know there are some libraries like GMP, but all the ones I have found are only for Linux and need configure and make, but I am running Windows. The few that I have found have bad documentation. Does anyone know of any simple to use libraries or classes for large numbers? All the functionality I need is to read in large numbers from a file, and basic math operations, so >>, +, -, *, and /.
GMP can run on Windows.
Is there a tutorial or something on how to do it? I have no clue.
http://cs.nyu.edu/exact/core/gmp/

Boy, that was hard!
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