This may be a Visual Studio question more than anything else...
I\'m trying to build a 0MQ C++ example using VS10 and ZeroMQ 2.2.0.
I downloaded the windows sources and
I had similar errors - not when trying to statically link, but just trying to create a ZMQ project and link the .lib 'stubs' for the dll.
In my case it was because I was trying to link the 64-bit libraries into a 32-bit project. I had downloaded the wrong version. When I got the right ones, ie x86 instead of x64, it worked.