i have downloaded boost_1_42_0,zip but i'm not sure how to set it up. does http://www.boostpro.com/download/boost_1_42_setup.exe has to do something with it?
IIRC, the boostpro setup is an alternative way to get Boost running on your system. It is smallish program that starts by asking you which libraries and configurations you want, and then downloads the necessary files on the fly. It is much easier and faster to get going this way than by building from source, but it isn't always up to date, particularly just after a new source release, and only supports Microsoft's compilers, AFAIK.
If you are only going to use header only libraries in Boost then all you need to do is extract the source archive and add an include path to your project to the Boost root location. There's a, possibly not up to date, list of which libs need to be compiled in the Getting Started docs (see Section #3). If you do need to compile things you can follow the instructions in the Getting Started (see 5.2 and/or 5.3). The BoostPro installer is done independently and hence isn't always up to date, although Dave A. And Daniel W. do try to keep it current. But since there's a limit to how many configurations they can account for it has limits as to having the kind of binary you will need, and of course it's only for Visual Studio.
Boost Getting Started on Windows
http://stackoverflow.com/questions/2629421/how-to-use-boost-in-visual-studio-2010
http://stackoverflow.com/questions/1335040/boost-linking-visual-studio-version-control
http://stackoverflow.com/questions/1790291/using-boost-on-windows-visual-studio