It should work with Boost >= 1.40. Do you a more detailed error message?
Also you should see some other Boost variables not set (other than Boost_DIR). You might have to set them manually to get the whole thing working. To do that you might have to switch to the advanced mode in cmake-gui to see all the variables.
Unfortunately I can't be more precise, I have no Windows workstation anymore :/
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Philippe Liard