First download NGINX Windows-1.4.1 from: http://nginx.org/en/download.html
(Remember to choose the stable version, as the Windows-1.5.1 crashes often on Windows XP SP3)
After successful installation of the nginx, you can start the balancer with:
and shut it down with:
nginx -s stop
from the main directory of nginx (that's where nginx.exe resides).
The most important parts of the config file (nginx.conf) are:
Both certificates are in PEM format. This configuration listens an all interfaces on port 443 and tunnels the traffic to its local HTTP server on port 80 (port 80 can be ignored in this case as it is the default port nginx would forward to).
You can download the configuration file along with sample certificate files here.