FYI: When running "vcvarsall" manually, I get a variety of linker errors, even though I have the SDK and everything else installed:
running build_ext building 'Crypto.Random.OSRNG.winrandom' extension C:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -Isrc/ -Isrc/inc-msvc/ -Ic:\usr\src\include -IC:\Python27\include -IC:\Python27\PC /Tcsrc/winrand.c /Fobuild\temp.win-amd64-2.7\Release\src/winrand.obj winrand.c C:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\link.exe /DLL /nologo /INCREMENTAL:NO /LIBPATH:c:\usr\src\lib /LIBPATH:C:\Python27\libs /LIBPATH:C:\Python27\PCbuild\amd64 ws2_32.lib advapi32.lib /EXPORT:initwinrandom build\temp.win-amd64-2.7\Release\src/winrand.obj /OUT:build\lib.win-amd64-2.7\Crypto\Random\OSRNG\winrandom.pyd /IMPLIB:build\temp.win-amd64-2.7\Release\src\winrandom.lib /MANIFESTFILE:build\temp.win-amd64-2.7\Release\src\winrandom.pyd.manifest Creating library build\temp.win-amd64-2.7\Release\src\winrandom.lib and object build\temp.win-amd64-2.7\Release\src\winrandom.exp winrand.obj : error LNK2019: unresolved external symbol __imp__PyObject_Free referenced in function _WRdealloc winrand.obj : error LNK2019: unresolved external symbol __imp__PyExc_SystemError referenced in function _WRdealloc winrand.obj : error LNK2019: unresolved external symbol __imp__PyErr_Format referenced in function _WRdealloc winrand.obj : error LNK2019: unresolved external symbol __imp__PyExc_TypeError referenced in function _WRdealloc winrand.obj : error LNK2019: unresolved external symbol __imp___PyObject_New referenced in function _winrandom_new winrand.obj : error LNK2019: unresolved external symbol __imp__PyArg_ParseTupleAndKeywords referenced in function _winrandom_new winrand.obj : error LNK2019: unresolved external symbol __imp__PyString_FromStringAndSize referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__PyMem_Free referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__PyErr_NoMemory referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__PyMem_Malloc referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__PyErr_SetString referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__PyExc_ValueError referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__PyArg_ParseTuple referenced in function _WR_get_bytes winrand.obj : error LNK2019: unresolved external symbol __imp__Py_FindMethod referenced in function _WRgetattr winrand.obj : error LNK2019: unresolved external symbol __imp__PyInt_FromLong referenced in function _WRgetattr winrand.obj : error LNK2019: unresolved external symbol __imp__Py_FatalError referenced in function _initwinrandom winrand.obj : error LNK2019: unresolved external symbol __imp__PyErr_Occurred referenced in function _initwinrandom winrand.obj : error LNK2019: unresolved external symbol __imp__PyModule_AddStringConstant referenced in function _initwinrandom winrand.obj : error LNK2019: unresolved external symbol __imp__PyModule_AddIntConstant referenced in function _initwinrandom winrand.obj : error LNK2019: unresolved external symbol __imp__Py_InitModule4 referenced in function _initwinrandom winrand.obj : error LNK2019: unresolved external symbol __imp__PyType_Type referenced in function _initwinrandom build\lib.win-amd64-2.7\Crypto\Random\OSRNG\winrandom.pyd : fatal error LNK1120: 21 unresolved externals -- http://mail.python.org/mailman/listinfo/python-list