Good call Miles, that does make things easier to figure out for users.

I was able to reproduce the problem with Requests/GnuTLS on Windows XP 
(look what you made me do), it turns out to be pretty obscure and not an 
easy fix. Quoting 
from http://www.wireshark.org/lists/wireshark-dev/201404/msg00002.html, the 
problem appears to be:

> There is also an issue with the libp11-kit0-0.20.1 library provided by
> OpenSUSE folks. It uses the function strerror_s from MSVCRT.dll, but
> this symbol is not exported by the Windows XP MSVCRT (it is running fine
> on Windows 7).


Here's a screenshot from Dependency Walker that I used to figure this out: 
http://i.imgur.com/HgjLVyZ.png

You could try using the HTTPClient package (now that my pull request fixing 
binary dependencies for LibCURL.jl on Windows was merged), or maybe in 
GnuTLS/deps/build.jl you can uncomment the provides(Binaries, ...) line. 
You'll need to update the version number there to 3.2.12, they seem to have 
cleaned out older versions. You also need to manually create 
GnuTLS/deps/usr, and move the extracted bin folder from the binary download 
into it.


On Saturday, May 3, 2014 8:17:04 AM UTC-7, Miles Lubin wrote:
>
> Relatedly, I think it's bad practice to simply put 
> include("../deps/deps.jl") in the module, because this gives 
> a meaningless error message to the user when the file doesn't exist. In 
> Gurobi.jl, for example, we have:
>
> if isfile(joinpath(Pkg.dir("Gurobi"),"deps","deps.jl")) 
>     include("../deps/deps.jl") 
> else 
>     error("Gurobi not properly installed. Please run Pkg.build(\"Gurobi\")") 
> end
>
>
> On Saturday, May 3, 2014 11:06:37 AM UTC-4, Tony Kelman wrote:
>>
>> Do those deps.jl files exist? What happens if you do Pkg.build("GnuTLS") 
>> or Pkg.build("Cairo") ?
>>
>>
>> On Saturday, May 3, 2014 3:16:30 AM UTC-7, joanenric barcelo wrote:
>>>
>>> I cannot use Requests package in Win XP. I get the following message:
>>>
>>> OpenBLAS : Your OS does not support AVX instructions. OpenBLAS is using 
>>> Nehalem
>>>  kernels as a fallback, which may give poorer performance.
>>>                 _
>>>     _       _ _(_)_     |  A fresh approach to technical computing
>>>    (_)     | (_) (_)    |  Documentation: http://docs.julialang.org
>>>     _ _   _| |_  __ _   |  Type "help()" to list help topics
>>>    | | | | | | |/ _` |  |
>>>    | | |_| | | | (_| |  |  Version 0.3.0-prerelease+2809 (2014-04-28 
>>> 22:41 UTC)
>>>  _/ |\__'_|_|_|\__'_|  |  Commit d1095bb* (4 days old master)
>>>  |__/                   |  i686-w64-mingw32
>>>
>>>  julia> using Requests
>>>  ERROR: could not open file C:\Documents and Settings\user\.julia\v0.3\
>>> GnuTLS
>>>  \src\../deps/deps.jl
>>>  in include at boot.jl:244
>>>  in include_from_node1 at loading.jl:128
>>>  in include at boot.jl:244
>>>  in include_from_node1 at loading.jl:128
>>>  in reload_path at loading.jl:152
>>>  in _require at loading.jl:67
>>>  in require at loading.jl:54
>>>  in include at boot.jl:244
>>>  in include_from_node1 at loading.jl:128
>>>  in reload_path at loading.jl:152
>>>  in _require at loading.jl:67
>>>  in require at loading.jl:51
>>>  while loading C:\Documents and Settings\user\.julia\v0.3\GnuTLS\src\
>>> GnuTLS.j
>>>  l, in expression starting on line 6
>>>  while loading C:\Documents and Settings\user\.julia\v0.3\Requests\src\
>>> Reques
>>>  ts.jl, in expression starting on line 8
>>>
>>>  julia>
>>>
>>> I am having similar issues with other packages such as Winston, see below
>>>
>>> OpenBLAS : Your OS does not support AVX instructions. OpenBLAS is using 
>>> Nehalem
>>> kernels as a fallback, which may give poorer performance.
>>>                _
>>>    _       _ _(_)_     |  A fresh approach to technical computing
>>>   (_)     | (_) (_)    |  Documentation: http://docs.julialang.org
>>>    _ _   _| |_  __ _   |  Type "help()" to list help topics
>>>   | | | | | | |/ _` |  |
>>>   | | |_| | | | (_| |  |  Version 0.3.0-prerelease+2809 (2014-04-28 
>>> 22:41 UTC)
>>> _/ |\__'_|_|_|\__'_|  |  Commit d1095bb* (4 days old master)
>>> |__/                   |  i686-w64-mingw32
>>>
>>> julia> using Winston
>>> ERROR: could not open file C:\Documents and Settings\user\.julia\v0.3\
>>> Cairo\
>>> src\../deps/deps.jl
>>> in include at boot.jl:244
>>> in include_from_node1 at loading.jl:128
>>> in include at boot.jl:244
>>> in include_from_node1 at loading.jl:128
>>> in reload_path at loading.jl:152
>>> in _require at loading.jl:67
>>> in require at loading.jl:54
>>> in include at boot.jl:244
>>> in include_from_node1 at loading.jl:128
>>> in reload_path at loading.jl:152
>>> in _require at loading.jl:67
>>> in require at loading.jl:51
>>> while loading C:\Documents and Settings\user\.julia\v0.3\Cairo\src\Cairo
>>> .jl,
>>> in expression starting on line 3
>>> while loading C:\Documents and Settings\user\.julia\v0.3\Winston\src\
>>> Winston
>>> .jl, in expression starting on line 3
>>>
>>> julia>
>>>
>>>
>>>
>>> Anyone with the same problem or able to point me to a possible solution? 
>>> Thanks a lot!
>>>
>>>
>>>

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