When compiling OpenSSL 1.0.0 on Windows with Visual Studio 2010, it eventually threw a 0x2 error:

NMAKE : fatal error U1077: '"C:\Program Files (x86)\Microsoft Visual Studio 10.0 \VC\BIN\cl.EXE"' : return code '0x2'

Stop.

It seems that this error will be thrown because of a flag in the perl Configure file, namely -WX. As the MSDN documentation states:

Treats all compiler warnings as errors. For a new project, it may be best to use /WX in all compilations; resolving all warnings will ensure the fewest possible hard-to-find code defects.

After removing the -WX occurrences in the Configure file and re-entering the commands stated here it built fine and passed all tests.