Made a new project, added main.cpp and wrote the code at this URL:
http://www.boost.org/doc/libs/1_43_0/doc/html/boost_asio/example/echo/async_tcp_echo_server.cpp
Now with boost_1.50 the Boost.build is included in the zip file: check tools\build\v2\ or better read: ...boost_1_50_0/more/getting_started/windows.html
tools\build\v2\
...boost_1_50_0/more/getting_started/windows.html