RSA URL

I think OpenSSL is a good choice. It's well-maintained, and the price is right :)
http://www.openssl.org
If you're using Win32, why don't you simply use the built-in win32 crypto-API?
Here's a little example how it works in practice:
http://www.codeproject.com/KB/security/EncryptionCryptoAPI.aspx
As an alternative, consider LibTomCrypt (http://libtomcrypt.com/download.html)
I use the following library:
http://www.efgh.com/software/rsa.htm
It's public domain, compact, self contained, and does the work well.
Crypto++ - They have NIST FIPS validated dll's for MSVC 6, 7.1, and 8 on top of the normal source code self built packages.
Another alternative is libbeecrypt. A very mature product with assembler implementations on many platforms.
I have used OpenSSL in past and found it a great library for crypto APIs including AES, RSA, 3DES.
Maybe Botan is an alternative? It is a C++ library with a BSD license that supports RSA algorithms.
I would recommend Miracl library https://certivox.com/solutions/miracl-crypto-sdk/ but the price is high.